Depends on what kind of experience you are looking to have/ amount of planning you are willing to do. WY antelope has gotten really popular, so while you will probably be able to get a tag and harvest an animal the units that you can hunt with 0 pts can feel a bit crowded and might not be what you are looking for in a hunt.
For a first hunt out west I would recommend car camping and hunting earlier season, throwing snow and low temps in the mix can make things miserable if you aren't prepared. I would look at CO Deer (2nd & 3rd season), MT Deer, and ID Deer. If you have a muzzleloader, I would strongly consider doing a CO muzzy hunt as the weather that time of year is typically pretty forgiving.
If I were you I would research a couple of states and buy a point or two for whatever species you wan to chase or whatever landscape really interests you. 2pt for Pronghorn opens up more options, as does 2 CO deer or 2 WY deer points.