If you want to hunt sheep, and live out of state, it is going to cost money no matter what. Start applying everywhere you can for the desert, bighorns, and californias, and save the money you put in apps every year for about 10 years and go on a dall or stone hunt. If you do happen to draw a sheep tag in the lower 48, hire a guide! You will be money ahead in the long run. A good desert sheep hunt shoud run 4-6k, which seems steep, but is not too bad considering how much you would put in just for applications for one year in all the states! I live in Nevada, and apply for desert, cali, and rocky every year, and have yet to draw. If I do ever draw, I probably won't hire a guide, but then again, I can see sheep every time I go to where the sheep are, so its not so big of a deal for me.
Later,
Marcial