Aftermarket leather seats are usually nicer than the OEM ones. There are two main brands, Katzkin and Roadwire. I've had experience with Katzkin and was blown away by how nice they were. Tomorrow I pick up my 2003 WRX from the upholstery place where they're installing roadwires, which had the capability for the seat SRS system (Katzkin did not). They guy who did the job told me that he thinks they're even nicer than the Katzkins, largely for fit. In both cases, the thickness of the leather is supposed to be a bit more than stock. You get to customize any way you like, two tone, piping, perforations, etc, and your imagination is basically the limit (though you don't want to go too crazy for resale purposes)
WRT seat heaters, they are a separate install and anywhere you can get the leather seats installed you can get the heaters installed. There are a few different brands but I can't tell the difference.
I can't find dealers in Colorado Springs, but if you search on auto upholstery in your area, you can call them to figure out if they carry Katzkin or Roadwire.