I haven't done KPSO but KDRO isn't too big of deal. To get your money's worth, go for KTEX, KLXV, and/or KASE. I have an instructor I can recommend who will fly out of KAJZ or KMTJ. Shoot me a PM if interested.
/u/swingside123 is another Colorado Mountain Redditor who learned to fly out west.
Mountain Flying Bible is a good read too.
Don't know anything about KBDU although I landed there once and they were nice :)
As far as tips, one is to read the Mountain Flying Bible
For when I fly on the Western Slope my tricks to stay alive so far are: