Well, the state if find more difficult to pronounce correctly it's name was Illionis. Maybe for the fact that you read the word and expect a determined pronounciation and when you hear it, it's completly different form what you were thinking it was. I'd like to visit someday Washington, the Grunge music cradle. I don't know much of the US states but, based in some movies, series, books and this kind of stuff , i probably would choose Maine or Louisiana. Maybe for the weather reason i could make another choice, like Florida or Miami, for example.