To quote Sargent Schultz "I know noooothing!!"
My wife, sons and I have drawn 5 sheep tags this millennium, and have taken 2 desert sheep, a California bighorn, and two rocky mountain bighorns....with that said.....
Count the cost! Drawing a sheep tag is typically costly, and most guys never will draw after making the investment. Many guys who finally do draw figure they never will draw again and fork out another $6K-10K for an outfitted hunt. With your application fees, lost interest on money fronted, future tag fees, and so on, if you are spending more than $100 for each 1% chance to draw, you'd be better off saving the money for a Dall hunt in Alaska if you are purely looking at the economics of it, and you will for sure get to go.
The vast majority of guys just starting out with points and hoping to one day draw on points, never will. Just starting out, you need to go into it with your eyes open, that with point creep, it will take 30 to maybe even 40 years of point building, and that is IF the states keep their point systems that long. It is likely they will wise up and realize that they have excluded most applicants from ever drawing. I say this as someone who already has a lot invested in the point systems with max or near max points in four states.
Plan to do an absurd amount of research. I've been seriously applying for sheep for 30 years and kinda have it down to a science. Looking back, I think using the time I have spent to make, save and invest money, then buying hunts, would have been cheaper in the long run. The research is just something I love to do though.
As far as the states go, there are some excellent sheep hunts EVERY western state, and there are some duds:
Montana is the best as BB said, but their system has been in place for 12 years. They squares points so the guy with max points has 145 chances in the draw (12 squared + 1) and the newbie has 1 chance.
Idaho has descent odds and no point system, so you are on even footing. You have to buy a hunting license to apply and its the only hunt you can apply for which helps the draw odds. Make sure you calculate the draw odds for a NONRESIDENT. That means divide the number of non-resident applications by the number tags actually available for non-residents to draw. Idaho's odds are deceptive and aren't nearly as good as most guys think. I actually rarely apply in Idaho, but every few years, I'll throw my name in the hat for their top unit.
New Mexico: Everyone is in the same boat with no points, the odds are long (about 1 in 300 chance), and the full $3K license fee has to be fronted.
Wyoming: Will cost you $100 a year if only buying points. WY is over 15 years into a point system, and it will likely take over 30 years for a new guy to draw on points. You can also apply for a tag by fronting the tag fee, the app fee and the preference point fee ($100) and have about a 1 in 200 chance to draw each year.
Utah is relatively inexpensive IF you are applying for other species, but odds are ridiculous. I have max points for desert sheep with only about 20 other applicants, and still don't expect to draw unless something changes.
Washington, Oregon and California: Some great sheep hunting but super low odds, with high costs relative to draw odds, unless you're already buying a hunting license for other reasons.
Colorado: You aren't even in the draw for a tag until you have 3 points. You have to front the tag fee each year. Max point holders have been at it for 12 years.
Nevada: Nevada squares their BONUS point. Being a bonus point state, everyone has a chance to draw, but you have guys with 20 years invested that have 401 times greater odds than the newcomer to draw (20 squared + 1 =401).
UT, NV, AZ, OR, CA are the most economical to apply in IF you are already applying for other species and buying the hunting license for other reasons.
If that sounds like something you want to jump into, go for it.
I'm tired and headed to bed, so hopefully I didn't make too many mistakes.
