i think i gotta agree with wllm to some extent.
if you don't live in a western state, colorado is probably your best western and big game state. elk, deer (white tail and mule deer), bear, and turkey tags for anyone and everyone, and honestly your odds of success really aren't bad, actually they're quite good on the deer and bear tags.
now, which is the best western state to live in for big game hunting? that is an entirely different question and we all know the top two or three for that.
i just got back from a long weekend in rural wisconsin. and i gotta say, it's damn tempting to try and pick up 40 or 50 acres in wisconsin and up and leave this stressful, congested, expensive, and loud craphole we call colorado.
my odds of hunting colorado don't really change much as an NR and my odds of hunting any other western state don't change at all if i did that.