If your out of shape already then you need to get in good general shape
If your in shape you'll be fine. I kept hearing about all this "gotta train for the mountains" talk and it's really not bad at all. If your 30 lbs overweight and haven't been to the gym in 15 years your gonna have a tougher time than someone who keeps themselves in a reasonable level of fitness
This is so true IMO. Working out for a few months might help, but a lifestyle can make the overall difference.
Also Agree with BOBO, if your wearing yourself out in the Rockies, you aren't hunting, you're "hiking".
I smoke, drink to much coffee and have hunted the Rockies since 1979 or 80, sure much easier when I was younger, but have come great friends with my limitations. I pace myself and plan my hunt based on what I feel I can do.
My routine is usually changing the fishing line on my fishing poles
If you have a certain "health " issue, then you have to address that (I'm loosing serious bone and have a severe bad spinal issues for a few years now) I have taken Diabetics, a few very over weight fellas, they did fine, but stayed within their body's comfort zone. The few I have seen struggle get hurt, where the "jocks" oddly enough.
Take Ginger if you get stomach sickness for a few days before you get there and as BOBO said, going early will help your body acclimate ( I have never had an altitude problem)