NM has no pref pts....so by all means put in for their best units! you may get lucky and be able to hunt world class mulies your 1st year applying.

CO has great muleys, best units for rifle will take some time to build enough pts, but some 2nd choice draws, or if you're willing to not go after awesome ones, you can draw sooner.

Easter MT has tons....course I think the buck/doe ratio is like 1/50. No monsters, but you should be able to shoot a decent muley.

Check online at the state depts as to each states regs. But off the top of my head if I were you those would be my options...