Well, that was pretty easy info to find:

Taxes collected per capita, by State (2010)

Colorado State Debt Clock

Just comparing Colorado to Texas: Colorado collects about $200 more from it's taxpayers than Texas. Residents of Texas have a slightly smaller share of the State's debt than do the residents of Colorado. So it would seem that Colorado literally does less with more of our money.

I suppose you can attribute a lot of it to upkeep of the large amount of parks and other public lands in CO. Then again, we have roughly 1 in 10 people on food stamps, whereas Texas is 1 in 6; so there are more components to the problem than efficient spending.