I'm in Pueblo at just under 4800 feet. I really like the white velvet cake recipe from CakeBoss (the software maker) - http://www.cakeboss.com/WhiteVelvetCake.aspx
. It did very well for me, with no adjustments to the recipe.
I have good luck with Hershey's Perfectly Chocolate Chocolate Cake recipe with the following modifications: Reduce baking powder to 1 tsp., reduce baking soda to 3/4 tsp, use 1 cup sour cream instead of 1 cup milk.
Interestingly, I find my cakes take a lot longer to bake than most recipes call for. Plus, I can't fill my pans as full unless I use a collar, otherwise they will overflow.