Bennet's win in a Republican year is no more evidence that Colorado is Dem-leaning than Robb's win in Virginia was in 1994. Also consider that Gary Hart narrowly won a second term in Colorado in 1980, and no-one would have called Colorado a Dem-leaning or even a swing state then.
Udall should still be the favourite in a neutral or moderately pro-GOP year, however, if Obama is re-elected it'll be a second midterm, historically bad (though I'm not sure if the first one being bad makes the second being bad less likely).
Bennett is nowhere near the seasoned or charismatic politician Hart and Robb were. That's what makes his win even more extraordinary.