Howdy Michael, welcome to permies !!
I live in south Denver and have 10 acres south of elk mountain .
My thoughts are these. You might want to start with less expensive, "weed trees" before planting spruce. Spruce might have a hard time out there. I think cedar and juniper would be a better choice until you get some better soil built up. Maybe Chinese elm and box elder and caragana too. The soil conservation district folks
sell all sorts of trees for windbreaks for cheap and even help plant them if you want. These trees will act as nurse plants for your better plants to be planted latter. They will add mulch and shade as well as wind protection. The wind and cold will be your biggest challenge.
You have a good plan to get wind breaks going but they have to be done just right. You actually have to have the bottom of the fence up off of the ground so that the wind is able to blow under them. My brother could tell you more about that. He has also tried pallets and 2x4's and 2x6's. If you do have the money to rent a backhoe you could build some swales and berms pretty quickly which would help with wind and water. Snow will accumulate in any "ditch" or gulley that you make . Any manures, woodchips, or old
hay and straw that you can get your hands on will help keep the water from evaporating. They goal is to get the water into the soil where the
roots can use it rather than where it is exposed to the evaporation of the sun and wind such as in a pond. How salty is the soil there? There is a lot of alkali in those deserts that you will have to watch for. Saltbush is a good indicator. Try not to clear all of your sagebrush away, use it to you advantage. cut it out in strips , on contour and pile it up as a windbreak/ berm also.
Keeping the antelope off of any plants you plant will be a challenge and unless you have a fence up, cows will wander in also. Antelope do not jump fences unless they are desperate, they go under them so do not leave space under a barbed wire fence for them to crawl under. A game camera on a post will help you identify what types of animals are wandering through.