The best baseball game I've ever attended was (sadly) not a Rockies game. I grew up in southern Ohio, so I usually only get to see the Rockies when they play in Cincy against the Reds, but every now and then, I catch a Reds game. On May 15, 2010, I took my then-girlfriend (now wife) to her first baseball game. Reds vs. Cardinals.
We didn't know it when we bought the tickets, but that was that year's Civil Rights Game. There were prominent African-American baseball players there (including Willie Mays and Ernie Banks), plus there was a video message from Rachel Robinson, Jackie Robinson's widow. Learning more about the impact baseball had on the Civil Rights movement was fascinating. It would have been a great experience, even if they game hadn't been great.
But man, the game! It was pretty low-scoring game. The Cardinals took the early lead, but the Reds came back and had a 4-2 thanks to a Drew Stubbs triple. That score held until the 9th inning. The Cardinals scored a run on a Skip Schumaker single with one out. Jon Jay struck out for the second out. Then Joe Mather ripped a double into the left field corner. Schumaker got the green light rounding third and the relay was just in time! The game ended with the tying run being thrown out at the plate! It's easily the most exciting game I've been to.