A subscription to eastmans' or the huntin fool can help you navigate all the headaches of applying in different states out west, ie bonus points, etc...draw odds/good areas and what not.

Colorado seems to be more about opportunity, other states seem to be tougher to draw and higher quality.

One option is to put in for a great or even just a good unit in NM as a party, and have a backup like CO or ID...

My short list would probably be, NM, CO, WY, ID