Arizona has both Rocky Mountain and Desert Bighorn sheep. Both are on a point system, and probably the second toughest draw in the state behind bison. Like our bison, these sheep tags are once in a lifetime - meaning that if you are drawn & harvest one, you can never draw again for that species in the state.
There is no "year" minimum in AZ. About 10% of tags are set aside for non-resident hunters, while still others are reserved for hunters with "Maximum" bonus points. The majority of tags are available through random draw. While most tags tend to go to those hunters with higher bonus points, some hunters get lucky and draw with only a few bonus points.
"Maximum bonus points" goes up each year. Currently, max points for sheep stands at 20, meaning there are no hunters that have been able to accrue more than 20 bonus points. After the draw later this year, those that were not successful will gain another point and the max will move to 21.
Right now, I have 18 bonus points. While my odds of drawing improve each year, I am still far from a sure thing. There are approx. 200 hunters with 20 points and another 200 or so with 19 points ahead of me. AZ usually has some 70 sheep permits available every year. Approx. 7 tags (10%) are set aside for non-resident hunters, and on average, another 20 or so go to hunters with lower points through the random draw process. This means that 45-50 tags (roughly) are drawn each year by those holding between 16-20 bonus points.
There are some 800 to 1000 hunters holding somewhere between 16 - 20 bonus points for sheep in AZ, with only 45 are being drawn and removed from this pool every year. If you do the math, it suggests that it will be another 20+ years before my odds are 50/50. In all likelihood, I will draw out when I am too old to go into rugged country after them. I will probably end up giving the tag to my son.
I don't mean to paint a bleak picture, but this is reality. Non-residents may have a better chance. I would give AZ Game & Fish a call and find out how many non residents hold higher bonus points. But before you start down this road make sure you can pay the freight. A non-resident sheep tag ran $1,407.50 in 2009. Add the cost of a good guide and you begin to talk real dollars.
I personally don't know of a bighorn/dahl/stone sheep hunt that is inexpensive. Some others exotic or feral sheep hunts (such as Barbary) are available in other states. In you want more info on AZ sheep - just let me know. Good luck to you.