Hi S.!
You can't go wrong with any of the areas you mention. They are all in the Douglas County school district which is one of the top in the state. People get 'posessive' of their school district, and you can find good teachers and good schools no matter where you live. I believe you get out of things what you put into them, so if you are an involved parent, your kids will be fine no matter where they go. But in general, Douglas County and Cherry Creek are rated highest with test scores, etc.
I live in Highlands Ranch and absolutely love it. They have so many family activities year round, you'll never get to them all. Go to www.hrcaonline.org and you can get an idea of what kinds of things you can do.
We have friends who live in Castle Pines North and they are thrilled there as well. They have found activities for their children that they have really enjoyed.
Again, all of the areas you mention are great. And Colorado in general is family friendly and outdoorsy, so I think you are bound to be happy here!!
Welcome, and enjoy Colorado!