Some of the short sport routes, and long ones too, ar Red Rocks have Gunks-like climbing. But in general Red Rocks does not "feel" like Gunks climbing to me. Perhaps because it seems more like face climbing, even though the holds are crisp, than horizontal strata. But I haven't climbed a lot there. Too hot.
Devil's Lake IS Gunks climbing but I don't consider it "out West". Likewise Arkansas climbing (which I'm dying to try) might be a good match but is not really West either.