Homework!!! That's the best way to find a place to hunt. Some states don't offer preference/bonus points for elk. The biggest hurdles I've found in hunting out of state is finding ground to hunt on. There are some good resources on the internet to get information on BLM and National Forest land. A few calls to state biologists may help too. Better start now though..Most states application deadlines are in April or earlier (Wyoming is Jan 31.) Elk hunting is addictive..you get on some elk one time and you'll be hooked for life!!
Alot of folks can't afford to buy a guided hunt, but that's a good way to get some exposure to elk hunting and maybe learn a thing or two if you can swing it.
Good Luck!!