Plenty of Shiras in Canada, both BC and Alberta have good populations. WY points used to be $7.50 a point, now $75.00 for Moose, $100 for sheep I think, which with the tag costs really changed everything as far as deciding to play the WY point game for low and no point holders. So points are not free or low cost in WY, nor is the tag. Random Moose draw odds in ID are usually much better than WY, last I looked Moose tag costs in CA were much lower (300 Canadian or so in Alberts as I recall). I'd do like Dark Mavis did, do the math, compare the costs, pick a path and stick with it.
From a numbers perspective, your age, tag numbers, costs, number of points you hold, and how many are in front of you will really impact the best strategy. For example, lets say applying in ID units with much higher odds would be the most cost effective right now, but if lots of people start doing that, everything changes. Possibly sticking out in WY could be the best most cost effective path, then tag numbers are cut in half and it no longer pencils out. So the best strategy is usually one that has several paths to a tag, if you can afford it. Then there is the lottery strategy, you have to play to win idea, someone has to be that lucky guy in the random draw...