Oh yeah, having to rely on the train alone would be sketchier than average, especially in the winter. A lot of the little towns like Estes have a nicely walkable "old town" type area, depending what you're wanting to do, and Estes at least also seemed to have a lot of shuttle options, so lack of car may not be a huge issue, as long as you can get to and from where you're staying... but reliability of shuttles and "walkable" is REAL variable if you're dealing with feet of snow!