Everything Bob said plus....New Mexico is draw only for tags, no bonus points or, you can buy a landowner tag. The price is set by the landowner so it gets very expensive.

Arizona is draw only with a bonus point program, very hard to draw an AZ elk or deertag.

Montana is a draw state but you can go with an outfitter with guarenteed tags.

Wyoming is draw, then you can buy left over tags to some units.

These are the states I've hunted in, maybe someone else can help you with the other western states.