I've played 4 teams in Coors, all pitching oriented to see if I could make it work. All were over .500, 2 of them had the best record in their league, and 1 won the world series. Mind you -- all teams were before the implementation of the log5 adjustment to increase errors for deadball pitchers.
I shoved extra dough into pitching, to get low OAV, good hitting pitchers able to handle high pitch-counts (Carruthers, Ruth).
I think there is something to the idea of nipping long rally's using DPs with good fielding SS-2B combo. Sacrificing minimally for batting avg., and I managed 402 -- putting my team in the upper 2/3rds of the league. Along with the low # HRs given up, I think it helped keep opponent scoring in check. I was in the lower 1/3rd in ERA, but that's not too back considering SP WHIPs of 1.06, 1.07, and 1.08 in Coors.
As for HRs, I tried to maximize the differential between the ones I gave up versus hit. That worked well -- I led the league in most offensive categories, including HRs (173), yet was #3 in HRs given up at 47 (#1 was 43). That 130 HR differential was critical to success.
On offense, I let Coors take care of my OBP and SLG, and concentrated on hits and and some HRs.