Last I heard getting tags was the toughest part of the whole process.
I have a brother and sis-in-law that live just south of Albuquerque and they have both hunted the Oryx on the White Sands Missle range. The meat from the oryx is top of the line. I'd highly suggest checking into hunting them for sure. They also make a wonderful wall mounted trophy!
I did work on the missle range several years ago and saw oryx on a regular basis. I very cool looking critter. Although, it does sound like they can actually be a little aggressive sometimes, just adds to the thrill of the hunt!
Hope the summer temps. aren't as bad as I think they are. The CO. snow fall might start looking not so bad andeven Iowa might start looking good again!