The "cheap" hotel in the area is the LaQuinta (LaQuinta Inn Denver Central), if you don't mind walking 1.2 miles on slightly unpleasant roads (or taking a very short cab ride). It's where Amtrak puts up its conductors and engineers... I've stayed there and had no complaints.
The prices stay low because of the somewhat horrible location sandwiched between highways and railyards, but it's only a mile from Union Station and it's basically a straight shot on the road overpass. And if you like watching the freight trains, it's really well-located.
I think your review is a little unfair! It is convenient, nice rooms, McDonalds on one side & a Restaurant on the other, continental breakfast, wifi, pool. I've even walked over to the Sports Bar across the street!