How about your own state to start? I hear southern PA has a decent elk herd now! If your looking for a western style Elk hunt. Colorado is full of public land. Some areas have over the counter tags that you won't need to draw for. But the problem with doing a self guided on your own type hunt, is all the equipment you'll have to purchase before going! You need the supplies to setup a good basecamp using either camper off a public forest rd. or a good tent which can pack into the forest someplace. If you don't have the equipment now it'll likely cost you in the range of a paid guided hunt. Your other option is a cheaper drop camp unguided hunt. Your paying to use the outfitters area, his camp setup, andthey pack all your gear in & out for you. The Colorado region doesn't make self hunts to newcomers easy. So your looking at a real challenge, and lots of homework.