Hunting any sheep is an exclusive hunting opportunity because plain and simple, it is real hard or real expensive to obtain a tag. Getting a Desert Bighorn tag is worth more (money wise), because just buying one (say in Mexico) could set you back 60K or more. It is hard to draw either of the Bighorns and if you are just starting out, your odds are pretty slim. So I would say if you just want a Bighorn of either type you have better odds at getting a Rocky. However, if you ever draw a Desert, you are one lucky fellow and you have saved you some serious money. If you just want a sheep, save your dough and go buy a Dall sheep (10-15K).
Where are you thinking of putting in? That could make a big difference as well!