I can maybe help a little here. Utah is pretty cheap to build points in compared to NV and a few other states. A hunting license is required ($65) but if you are clever you can use 1 license to apply for 2 years since it's valid for 365 days. App fees are $10. So you could get 2 elk and 2 deer points for only $105. The deer units aren't that great...the good ones take a ton of points to draw and the ones you can draw with 8-10 points aren't fantastic. The Book Cliffs unit has a lot of deer but few monsters, and it can be drawn with under 10 points. Elk is better but still tough to draw for rifle hunts. Muzzleloader hunts can be had on good units with 8 points or so, and often can be randomly drawn with fewer points. Feel free to PM me for info on specific units if you decide to apply in UT.
I don't know much about AZ or NV other than NV is more costly to build points since a hunting license is over $100 and only works for 1 year.