I've lived in a couple of different states but I'd say the state I liked the most was Minnesota, even if I only lived there for 6-months during winter. Minneapolis is a beautiful city with a thriving sense of community with virtually no ego like you'd find in New York or California. Sure it was cold as balls, but I'm from Northern B.C. Canada so it really didn't bother me that much.
Worst states... It's a toss-up between California, Nevada, and Arizona. There's a pervasive sense of materialism in the major cities and outlying suburbs that really bothers me, like people's only goal over the weekend is to go out and spend money at one of the 90-billion strip malls. Besides that, their taxes are ridiculous as well as their cost of living, which makes me wonder how people that work at like McDonalds afford their rent, groceries, and utilities. Whenever I've traveled through California it's always seemed like it's two states at the same time, a magical playground for the rich, and some kind of serfdom for everyone else. The only place I found that really shook that mentality was Santa Cruz.
As for Nevada, it has the unfortunate (but not undeserved) nickname "The Mississippi of the West" for pretty self-evident reasons. Hot as balls in the summer, idiotic government, stagnant job market that pretty much only sign waving as your only option, and a real sense of anti-intellectualism. Nevada is almost always in the top of every bad list, or at the bottom of every good list.
Arizona is the only state I don't have much personal experience with besides one horrendous road trip in the late '90's where my dad decided to take my sister and I on a road trip through the South West in June. It was disgustingly hot as balls and everything just looked artificial. Since then I've read about some crazy Sheriff who somehow keeps getting elected, some cringe-worthy cuts to their education, and a real backwards look on women's rights. It was about some proposed legislation that could state a women could be pregnant before conception. Yeah... fuck you Arizona.
http://rt.com/usa/news/arizona-bill-conception-abortion-387/