These resources are national in scope but provide significant amounts of individual state information. It's also useful to make state-to-state comparisons.
The Council of State Governments (CSG) site covers current issues in state government (homeland security, medical malpractice, etc.). See especially The Knowledge Center which provides links to state data, publications, and policy and research papers.
Book of the States is included in the CSG Knowledge Center. BOS provides data as well as chapter length topical essays.
State and Local Government on the Net provides links to web sites of the fifty states and, in some instances, to smaller governmental units. USA.gov offers the State and Local Employee page with its links to Statistics at the State and Local Levels.