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For that kind of money you should start looking at doing out of state hunting. Both NM and CO have good options for the non-resident hunter.

Yep, that is definitely something I am actively looking into - this was my first year applying for a muzzleloader tag for the Colorado elk season.

P.S. I'm also a BHA member and huge supporter of what they are doing to preserve public land access (http://www.backcountryhunters.org)