It depends on your budget, age, type(meat, fun, trophy), and species you would like to hunt. First of all you need to come up with some budget, then decide type of hunts you would like to do and start doing research. Keep in mind, Wyoming sheep, moose, goat, and bison is due on February 28th, there is no points on bison and goat but you have to pay entire tag fee upfront and they will refund at the end of May if you are not drawn. You can buy points for all species except bison and goat in Wyoming starting July.
Utah deadline for all species is March 3rd. I would start with this two states.
Good luck!