You have missed most of the application deadlines for this year. However, Colorado will have left over tags in a lot of units and if you are in good shape there is great hunting in most areas of Colorado. There deer herd is probably one of the best in the entire west. You can still buy points in Wyoming (July) and Kansas (May) this year and I would recommend you do so. Wyoming's hunting may not be what it once was, but it is still very good in areas and they as well will probably have some leftover tags this year. Idaho's application period may still be open yet this year, but I am not very familiar with it. Colorado is really good right now and they have several seasons in most areas and you can hunt one of the earlier seasons some times and learn the country and then draw a later season in the next couple of years and hunts the rut.
Landowner tags are also and option if you have the $$$$.
You might look into South Dakota and Nebraska as well, it is a little differant than the moutain hunting, but there can be pockets of very good hunting.
Check out these two web sites and they may lead you to more info.