What they have been telling me is that since Colorado legalized pot, they have seen a huge increase in people bringing pot into the state. That is the difference from a dry to wet county.
I wouldn't really call that a "difference" - The exact same thing happens in "dry" counties/town. Maybe somewhere in the deep, dark South you can find a town or two that really believe in all that "dry" bullshit, but in practice, prohibitions against alcohol work just as well as prohibitions against pot - ie, not at all.
they all agree that if you're caught with it, they can't just let you go.
I realize you said that as a paraphrased quote, not a personal stance, but... Of course they can! Did you ever get pulled over for speeding or an expired inspection, and the cop let you off with a warning?
Ironically enough, the idea of "police discretion" applies all the way up the food chain - Colorado can "get away" with its legalization precisely because the federal government has decided that, for now at least, it will turn a blind eye to marijuana use in states that legalize it.