Be wise how you spend your hunting dollars. Do the math. Figure out how long would it take to really draw the tag you are going for. There are alternatives for hunting. You can save that money for a future hunt. You can save for a landowner tag. You can save for a big outfitted hunt. You can learn a "good" area very well on easy to draw tags or OTC tags.
Realize there is something called "point creep", I didn't know about that as a young guy. There was an elk tag I wanted in the NW corner of CO, it took 7 points to draw, I thought, wow I'm in my early 20's, I can draw that 6 or 7 times before I am too old to hunt it. Well I didn't account for how many tags there were being issued and how many people were in front of me. It took 23 years and I still did't draw the tag I started out to draw, that would have taken another 5+ years.
It's a lot like investing, some take the lottery approach and every week are in line at the convenience store and some are wise and invest their money. Of course one the rare lottery ticket buyer does very very well, most of the people who decided to save did well.
Here's a simple trick I use, with an example. A friend told me about an elk raffle here in Oregon, big bulls, easy hunt. It was $100 a ticket with limited tickets. The limit was 100 tickets. The organization takes in $10,000 for every tag drawn. Could I have drawn it, yes, but it would typically have cost me $10,000 to draw it (statistically more, but you get the point). Now I have to look at what GUARANTEED hunts I could have done for $10,000 and say was it worth it.
There are tags worth chasing, and their are tags that aren't. One of my favorite hobbies is finding the ones that are.
A lot of hunting magazines are selling hope. I often have seen one or two page spreads in hunting magazines giving info about fantastic tags. If you do the math, sometimes that may only represent 2-5 tags to the entire readership.
Hard to draw tags typically have this in common (notice I said "typically"), EASY ACCESS to quality animals. I would say that now one of the current trends with younger guys is not to base their future hunting strategy on drawing those high end tags, but rather to get into the physical shape to make hunts most people wouldn't want to mess with. I have friends that backpack deep in Wyoming year after year into areas they have learned and do VERY well on elk. I recently ran a thread on how do I kill that next level of mule deer, the most common theme of those that posted replies was, learn an area very well, with quality animals, that you can hunt over and over.
With that said, I have a couple crazy long shots I put in for, but in general I chase tags I am fairly certain I will draw and have a pretty good idea of how much it will cost to draw that tag. Even that approach is not without it's faults as is being demonstrated in Arizona with their new draw system significantly devaluing the points of the top tier tag holders. It goes to show you states can and will change the rules after collecting your money.