Lets see, many western states have whitetail, pronghorn, elk, moose, cougar, black bears, sheep, goats, coyotes, and mule deer. And select few have one of my favorites, the little Coues deer. (I've killed a few with a bow, and some made the book).
It is really tough decision but I think if I had to narrow it down to ONLY ONE, it would probably be Montana. No wait, Idaho. No wait, Colorado.
Yea, Colorado, since my 2 favorites are mule deer and whitetail. Got plenty of big bucks of each in CO.
New Mexico, an excellent place, but aren't some living expenses quite high there compared to neighboring states? I remember driving through there in the 90s many times and gas was always sky high there compared to TX and AZ.
I've often said if I move out west it will most certainly be CO, but Idaho is a really really close 2nd.