As above, make sure you are legal. Utah I think recognizes CCW permits from all other states, not sure about Colorado.
As noted above, a gun in a pack is not very accessible if you are really concerned about being able to use it. A fanny pack would be better, which would make your smaller choices better picks. I would say pick the Glock 26 or compact 1911 assuming you have a pack suitable for these.
I ride with a fanny pack on my off-side and it's no problem. I have carried a Smith Model 66 snub but lately have been carrying a Taurus .38 snub to go lighter and smaller.
For bear these days I carry a can of Bear Spray available from Cabela's, REI and other stores. Very light, it apparently DOES work well, you can stick the can in a "holster" inside one of the bike water bottle carriers on the frame, quite easily. I am convinced Bear Spray is a safer choice than any firearm against a bear. UDAP is what I buy, check out the testimonials on their website...and google articles about spray's effectiveness.
The Glock or 1911 would be fine against any smaller animals, if needed. And could be used to scare a bear just as well as a monster gun....