You'd have better luck going to Canada. Just starting out anywhere in the U.S. you are in for many, many, many years of disappointment.
Here in the U.S.......maybe Idaho; anywhere else, you'd have better luck winning the Powerball.
Excellent, excellent, excellent advice!!! Consider your odds and the cost to draw a tag. For example, if you have an 0.5% chance to draw and say it costs $100 to apply, statistically you will invest around $20,000 to draw that type of tag. That is basically gambling.
Please do NOT waste your money on Wyoming sheep or moose points. If you don't have 10 to 12 points you are wasting your money and will likely never draw barring a change to the system.
Don't waste your money in Montana. The odds are poor even for max point holders. Points are squared and you are 13 years behind the max. That means the max point holder has 170 times the odds you would (13 times 13 + current year). Odds are still very poor for max point holders.
Utah's odds for sheep, moose and goat are astronomical. If you are applying for other species anyways you might apply, which is basically like buying a lottery ticket. I have max points for desert sheep, and still have less than 0.4% chance to draw.
Colorado you will not even be eligible to draw for 3 years and you are 16 years behind max. I am at or near max points for all three species, and only have odds of 1 to 5% (depending on species).
Idaho is your best odds odds but the costs to apply are significant, and you have to pick one of the three, and can apply for nothing else.
The philosophy "someone has to draw" is basically gambling. You have to be strategic with your hunting dollars.