Montana has the best sheep period. However, even with many points you may never draw one of the best tags in your lifetime.
Idaho has good sheep, and straight up odds, so you would expect to draw a 5% tag sometime in 20 years, but it could be this year.
Colorado has good sheep quality in some units, and a pretty good weighted points system.
Utah has cheap points.
I am sure Umpqua Hunter will have some good info on these and other states!