Archerytalk is a great all around archery foarm, but for hunting elk, log on hear;
http://www.bowsite.com/BOWSITE/TF/bgforums/THREADS.CFM
be humbel and ask questions, lots of experinced elk hunters.
This site also has individule state foarms with links to the different state game & fish agencys, I suggest you call or write and get the regulation booklets for Colorado, Wyoming, New Mexico, Idaho & Montana.
As stated, Colorado & Idaho have some "over the counter tags, the other states are by drawing. Other states with great elk hunting are Arizona & Nevada, but it takes lots of money (bonus points) and years to draw a tag.
You can do a "do-it-yourself" elk hunt, but you need to be in good condition, and have good camping equipment. Weather in the "rockies" in Sept. can run from 90% in the shade to snowing and below freezing, and it can change in the blink of an eye. An average day can include hikeing 10+ miles, up and down mountians at 11,000 ft, where the air is really thin.
Don't try a western elk hunt alone, get a commited friend or two, or find an experinced elk hunter to go with. Another reason to go with several people is if you get one, it will most likley go down miles from the nearest road, and could weight over 700 lbs. ( it isn't like draging a whitetail 400 yds over flat ground to your truck )
For now, get the regulation books, and pick up an elk hunting DVD like Primos "The Truth 8, big bulls", and keep asking questions.
I gotta go now, and finish packing my truck. Heading to New Mexico in a week to bow hunt elk. :shade: