I used to do the same leaving Salida, CO. Field elevation is 7500' and the IFR system only works safely at about 19,000' in that zone, so I would depart VFR and circle to gain altitude nearby, then call ATC for a clearance in the air and join the IFR system. Of course this works only in clear weather for the climb. I also had a Garmin 430, so getting lost was impossible and it was VMC anyway. Backwater Rocky Mountain fields become deadly in bad weather and pilots develop special ways of coping with them, this was more for getting established in the IFR system in good weather and of course would not be safe in low viz conditions.