As an employer in Colorado, we are indeed "at will", however, to cover your bases legally, you are supposed to provide your new employee with written company policies, and have them sign to agree to those policies as terms of employment. (we also have employees sign a waiver of their right to sue us based on employment termination, but that's another issue entirely.)
If your company policy is written to state you prohibit the use of caffeine, ban the use of blue ink pens, or not to allow employees to wear Hello Kitty clothing in the workplace, then those are all legally enforceable reasons for termination if the employee agrees to the contract of employment.