I’ve done the Denver – Cheyenne – Salt Lake drive a half dozen times each way and there isn’t much to keep you awake. Getting hotel rooms in Laramie is probably the same as Pullman, small town cashing in on limited accommodations.
It’s an 8 ET game so you’d probably be getting in to Denver around midnight or later. I guess it depends on the rest of your trip. With my own car, I’d stay in Cheyenne after the game and then leisurely drive down to Denver for your concert. But if you are flying, probably cheapest to stay two nights in Denver and return the rental car to the same place you got it.
Laramie is just one of those places that isn’t close to anywhere so I don’t know that there is a good solution. Just the best of a bunch of bad ones.