When I was a kid I could hunt the farm on a $15 annual license and with $10 of ammo put a lot of rabbits, squirrels and a some years deer in the freezer for less than the price of packaged meat at the grocery store. Today, most of my hunts are out of state and I could fly in fresh lobster and buy dry-aged steak for less per pound than any big game animal I have harvested in the last decade. Especially when factor in the annual application costs as a part of each tag drawn. And I eat tag soup, too.
In the past 20 years, I have only had a couple of tags (each around $2000 range) where the tag was more than 25% of the door-to-door cost for an out of state big game hunt.
I track my costs related to a hunt. Cost of maps, new cooler, gasoline, new boots, etc. Usually fuel costs more than the tag.
I expect to spend around $2500 door to door if drive to a hunt which is my normal approach and closer to $4000 if fly to a hunt since will be rental car, baggage, shipping fees, etc. I usually have 15-25 hours roundtrip driving for a hunt. Would be more for fuel but I never scout in person before arriving for the hunt. I have had great success networking with hunters that had the tag in prior years and using Google Earth to virtual scout. I mostly do Euro mounts now so my costs are less than when mostly did shoulder mounts.
I also spend about $2500 a year related to applying for around 70 big game tags in around 12 western states after the dust settles. About 50 of those tags have tough odds of 1 in 100 to over 1 in 1000 odds of drawing. I draw one of those "dream" tags about every other year. I do get stressed when have around $25,000 sitting out there on tags I could possible draw but I am not so lucky would draw 50 tags. Not sure what I would do with a half dozen sheep tags, several goat and moose tags plus elk and deer tags in the rut in my back pocket! I would be willing to take on that challenge.
About 20 tags I apply for have 1 in 10 to 1 in 25 odds and are "fun" hunts. I often do "points only" for these tags yet still draw a tag or two most years.
Big game hunting was always more expensive to get gear and tags for than small game. Hunting was always more expensive than fishing. Hiking is less expensive, too. I enjoy doing all those things. Certainly is not an inexpensive hobby to go out of state and big game hunt.