I'll say what you're about to do. Spend a lot -o- money in tags, travel, etc. with a 90+ % chance that you'll go home with nothing. When it's all over and you're back home, you'll wonder what you did.
What I would do first is is determine for myself what I want to do. Your question and parameters (...open to any state??) are way to unfocused and broad. Until you identify what you want to do, it's hard for anyone to offer you much useful guidance or help. I would also take some of the advice that's been offered about researching units, draw odds and success rates and plan my hunt from there.