Where does your friend live in CO? I'd head to CO. If you've got some time, go down to Ouray (about 6hrs drive from Denver). Amazing ice climbing, even for beginners. San Juan Mountain guides can set you up with all the gear you need and a guide.
You can find really reasonable hotels there.
If you wanted to stay closer to Denver, there is some ice up in Vail, but not a lot for beginners. Lincoln Falls by Breckenridge would be good for beginners. You could hook up with a guide service out of Denver.
You pretty much need a guide, you'll also need to rent a lot of gear.