So you have been thinking about making the trek out west for a DIY big game hunt. The pronghorn antelope is an excellent choice for your first western big game hunt. It is a good choice because it offers the first-timer an introduction to DIY western hunting with a high probability of success and without the exertion or need for detailed planning that a mule deer or elk hunt might require.
While there are several states that you could conduct your pronghorn antelope hunt, I will focus on the state I know the best – Wyoming. I have been there four times for pronghorn antelope hunts and I will tell you it is a fun hunt.
So how do you get started? First, I suggest going to the Wyoming Game and Fish website. You will find lots of useful information there: http://gf.state.wy.us/ 
On their site you will be able to apply for draws and see the draw results.
If you are planning to hunt with friends then you will want to apply as a party. This is not the same as a party hunt where in some states you can shoot an animal using another person’s tag. This is a means for you and your friends to apply together and ensure that you will all either all draw a tag or not draw a tag.
Applying whether as an individual or as a party can be done online. For the party application one person needs to set it up and then give the others the party ID number so they can apply under that group.
Be sure to apply for a preference point when you are applying. If you are not successful the preference point you earn will help your drawing odds next year. If you draw the money you paid for the preference point will be refunded. Go to https://gf.state.wy.us/elsapplication/docs/preferencepoint.htm  for more information on preference points.
Use the following link to look at the drawing odds for different units to determine where you will have the best chance of drawing a tag.
An important tip is to make sure the unit for which you are applying has a lot of public land on which to hunt. You can order BLM maps for the area in which you are thinking of applying to see where the BLM is and if it is adequate for your hunting needs.
Also, Cabela’s stocks maps for Wyoming that detail the public land. It is an absolute necessary investment because you will need it when you are hunting to determine where the boundaries of private and public land are.
This link will take you to the FAQ section where you can find more information. http://gf.state.wy.us/support/faq/index.asp 
This is enough information to get you started, but I am sure you will have more questions as you get more into your hunt that I or other experienced members will be happy to answer. It might sound daunting at first, but it is not so do not put it off any longer – Go West Young Man!