The average temperatures for Denver in March are 56F/13C for the high and 25F/–4C for the low. Record highs and lows during this period are 84F/29C and –8F/–22C, respectively. In other words — it's hard to predict!
Heavy snowfalls can occur in March — which, on average, is Denver's snowiest month — but they often alternate with days of warm temperatures and sunshine. About once a year, a snowfall of over a few feet occurs. (When we last met in Denver, back in 2001, just such storm hit a few days before the conference ... which that year was in mid-April!)
So, come prepared with full winter gear just in case, but also pack a light sweater and t-shirt; the weather could easily be very sunny and mild (at least part of the week). Needless to say, if you are going to do any walking around in the city, bring comfortable shoes.
If you plan on participating in a field trip or service trip, check those pages for any special outerwear required.