I'm in the same boat as the OP, I've spent the last three summers in Montana, Wyoming and Colorado hiking and just basically exploring the states. I've concluded the same as others have, that it's a private land game and prepare to spend lots of money. I'm sure it can be done DIY on public land but he odds of success are very low. Additionally, as others have said, if you are hunting by yourself and you happen to have success, that's where the problems really start, I can't imagine packing an elk out of the woods alone for any distance. So it's a locals, outfitters or group game in my observation. I think of hunting in Europe as being an elitist game, only for the upper class. Well, I would consider myself upper middle class (whatever that means these days) but an out of state elk hunt is just beyond what I think is reasonable. I hope to have the opportunity to hunt elk in the near future but I just can't find a way to feel good about spending $10k to do so.