I have to second what Hawkeye said about pronghorn. I even wrote the hunting tip for someone like you who might want to do a western DIY hunt and suggested a pronghorn hunt as a first hunt.
It is a great introduction to the west and frankly, it is a fun and rewarding hunt. It doesn't take a lot of days to do the hunt and can be combined with another game animal. The meat tastes great (I just finished eating some right before I wrote this) and if you like to have trophy mounts, they rank near the top of beautiful mounts.
They also make a great european mount which can make the hunt and trophy mount very economical. You could do a pronghorn hunt in 2011, get some intel on the area and come back in 2012 for elk or mule deer.
Just a suggestion. Good luck with whatever you decide to do.