I got the jist of your post title... funny....
If I were in your shoes, and really want to do it yourself, realistically for relatively easy to get tags and a decent chance at your first muley, and within reasonable driving distance from Texas, I'd look into hunting Colorado. Historically, on here, not many folks are going to give up any good solid pointers until you have demonstrated that you at least attempted to do your homework.
Id recommend getting on the CDOW website, and look at the harvest stats and draw odds for the last few years, and go from there. Number crunching is not fun, but a necessary evil when starting from scratch with little to go on. Id only worry about the numbers from the last 2 years for starters. Then get a Delorme Gazetteer or similar map and see what you have to work with for general public land access in the units/areas you are looking at. If you see something you like, then come back on, and I'm the guys on here will be a little more apt to talk about certain areas, and may help you out on the where part of your hunt.
my .01
Good luck!
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