The Rockies have been looking to strengthen their bullpen basically all offseason, but they haven't done much in that regard beyond trading for Felipe Paulino. They did make an offer to Matt Guerrier before he agreed to sign with the Dodgers, according to Troy Renck of The Denver Post (Twitter link), but their search for relief help won't stop there.
In a series of tweets, Renck says the Rockies maintain interest in Jesse Crain, but like many clubs they prefer not to go three years on a reliever. He adds that they also like Bobby Jenks and former Rockie Brian Fuentes, but they might be out of their price range. Finally, Renck says it would not be surprising to see them pursue Jon Rauch, though Chad Qualls, Hideki Okajima, and Mike MacDougal are interesting options as well.
The back end of Colorado's bullpen is pretty well set with Huston Street, Rafael Betancourt, and Matt Belisle, but there's no such thing as too much depth. Street missed time with a shoulder issue and battled an oblique problem late in the season, and I'm sure the team would like to ease off Belisle, who led MLB with 92 relief innings in 2010.