Colorado has a ton of deer. Look for an Either Sex tag if going for the experience since does are generally a lot easier to get if it comes down to the last day. You will have to draw a tag as well, but many units you can draw with 0 points. There are some 2nd choice areas, but the hunt is a little harder.
I have hunted AZ OTC deer a few times, and that is way harder than UT or CO IMO. AZ does give you a different season to hunt in Jan!