This is only including coasters that I've been on; there are some states where I'm reasonably certain that I haven't been on the best coaster (Florida and Missouri). I'll name a runner-up if it's worth mentioning.
California: Twisted Colossus (Runner Up: X2)
Connecticut: Boulder Dash (Runner Up: Wooden Warrior)
Florida: The Incredible Hulk
Indiana: The Voyage
Kentucky: Lightning Run (Runner Up: Storm Chaser)
Massachusetts: Wicked Cyclone
Missouri: American Thunder (Runner Up: The Boss)
New Jersey: El Toro
New York: Cyclone
Ohio: Maverick (Runner Up: Diamondback, Magnum XL-200)
Pennsylvania: Skyrush
Virginia: Apollo's Chariot (Runner Up: Alpengeist)