That's what we have been doing for several years. No tags here we head out as non-residents. It does get pricey after awhile. But if you want to hunt ,that's the only way. Look at Oklahoma, jumped tags to over $700 for deer.
Knock on wood have never not got a tag when applying but just taking some of the less desireable units and making the most of it is always a win! Most guys tend to want to stay close to comfort, if you can get off the beaten path a mile farther than the next guy you may be in greener pastures!
Everyone says to move out west, which I don't disagree with, but living in the Midwest or western adjacent has it's advantages.
I bought a lifetime hunting and fishing license in a state years ago for $725. I can hunt 2 bucks and 6-8 does a year, not to mention turkeys, dove and pheasant in some areas of the state. I still try to go out west, went on two hunts to NM last year and I'm going to Colorado this year. The ability to know I for sure can hunt and have venison ever year makes it less painful if you don't draw out west.