Just start applying to get those preference points built up. Mt probably has the best sheep. WY, I think gives the most NR tags. CO will take 3 years of applying before you can even get in the pool from which the tags are drawn.
Bad news is that it will take several $1000 to apply in the various states but you'll get it back in several months less appliciation fees.

In all honesty you'll probably have only a SLIM chance of drawing a NR tags----but you have to apply to have that chance.

Probably a dall sheep hunt is a more attainable hunt.

As far as which unit to apply--I know CO DOW site has the rams listed per unit----age, horn length, base size etc. Also has the number of NR applying per unit & number of tags given.