I would recommend Colorado. They have OTC tags and lots of elk. Trophy potential will be low, but for your first trip, any elk will be a trophy. If you can afford it, I would buy the any sex tag and then shoot the first legal animal you can (spike, cow, calf, etc.). As far as weapon choice, that's entirely up to you. If you are a bowhunter, than go bowhunting. The reality of shooting an elk on your first hunt is probably pretty low. So, if you don't plan on hunting elk again or just wont' be ok without harvesting an animal, I would seriously consider hiring an outfitter. Another way to up your odds is to do a muzzleloader hunt, which still allows you to hunt during the rut. I went on my first elk hunt in CO and went with my brother. We did everything ourselves and hunted off our backs for 8 days. It was a steep learning curve and we went home without an elk. We had an amazing time though and wouldn't have done it any other way.