OP, you need to do a bit of research yourself and then get back to us.
Take a look at a few videos. Randy Newberg is a good start.
When you have decided on a state start your planning, its half the fun, if it's the Rockies, if you're not fit, get fit.
Costs, plane fare, car rental, accommodation, food, equipment and tag, add all those up and I bet it doesn't amount to the cost an outfitter will charge you to hunt an Elk.
I've done Montana 4 times, DIY, had 2 bull Elk, 2 whitetail and a Mule deer buck...oh and lots of fish!
Plan on a minimum 2 week stay.