1. Yes; one of the first things my kid wanted was a comfy pillow and blanket to use. Often, the freshmen sleep either on the floor or on top of their bed so that they don't mess it up too much for SAMIs. Lots of kids buy good sleeping bags for the same reason.
2. Wristwatches are personal preference within a standard. I believe they need to be black/silver only.
3. We went to Garden of the Gods and Seven Falls when our daughter was a sophomore and not required to wear her uniform when she was out and about. As a freshman, i know cadets who did spa treatments/haircuts at the local Veda salon and at the big hotels (Broadmoor and Cheyenne Mountain Resort). Otherwise, they're a little bit self-conscious about going out and about, so I would be careful about planning sightseeing activities that include your cadet, but certainly other people in your family may want to get out and about.
4. Brunch at the Broadmoor is a very nice experience. Make reservations early, and you may already be out of luck.
Honestly, other than maybe one really nice dinner out, we did alot of takeout, we brought our daughter her favorite comfy clothes to relax in the hotel and bath oils and salts so she could take long baths (every day!) and we let her call the shots for the weekend. After the mandatory football game and bbq with her sponsor family and other families from our state parents club, there's really only a full Sunday...by midday Monday, they're already thinking about having to go back and will get quiet and preoccupied again, so just know that. Monday morning was the time we let her sleep in and watch TV while we headed out to fulfill the Target list and procure food. We went to an early dinner and took her back up to the Hill around 6. If you go then, you will be able to pull your car all the way up to the dorm to unload. If you try to cut it close, they will likely not let you drive up because of the congestion and you'll have to hoof it from the parking lot with all your stuff. This becomes stressful for you and your cadet. So, resist the urge to stretch the time spent with your cadet! Get them back early and you'll have time to help them get settled and they'll be able to check in with plenty of time.
Good luck!