It is a good idea not to turn on your system until the last possibility of hard frost is over.  This date is normally May 1st in the Denver Metro area.  However, if you decide to turn it on before then be sure you take the extra step to protect your back flow device with some type of insulation just in case. Check out this cool product I just found to protect your back flow device

Steps to turning on your system.  Refer to the picture below for a graphic representation of these steps.
  1. Starting with your back flow device (or system) close all of the valves EXCEPT the shut-off valves located at the inlet and outlet of your back flow device. 
  2. Tighten drain cap located on the back flow system.
  3. Turn on the main shut-off valve located at the connection to the main water line.
  4. Listen for running water!  This will indicate you missed a valve!
  5. Test each zone individually by manually turning on one zone valve at a time and testing that zone.
  6. Adjust, clean or repair sprinkler heads as needed.  Be sure to turn off the water to the zone before removing the sprinkler head or making any repairs.
  7. Make all required adjustments to your controller.