I apply for less than premium sheep units in MT and CO, I'll be re-evaluating MT this year to see if it still makes sense. I've chosen to not apply in WY looking at the backlog and the attrition rates. I apply in NM and will keep applying in AZ until I get my elk tag there, then I'll have to decide whether to keep going or not. UT you should apply for everything. ID does have some good looking draw odds, but steep entry fees. NM licenses are refundable and UT you can get one every other year. I apply for several "governor's" type raffle tags also (CO, MT, ID, CA, WY).
As far as mountain goat, I apply in MT, CO and UT. This one might be one to make a much easier case to not apply anywhere and save your money up for a hunt in BC. Bigger goats, no wait, just go when you have the funds.
I'm going to be plowing though a lot of elk, antelope and deer points in the next 5 years and then I'll have about 10 sheep and goat points and see where that puts me being just past 40 and realistically how old I'll be.