Note: These links were created several years ago and many websites have moved, evaporated, or changed their sites. So, alas, many of the links are down today. To find the most up-to-date information about starting a business in a specific state, google the following phrase "starting a business in" and then add your state. Then, look for the websites provided by the state. You can also go to your state's home page and seek a link to information about starting a business in that state.
Bankrate.com also has a state-by-state guide to small business.
Idahobizhelp.org This small business site boasts it's a collaboration of over twenty state and federal agencies to help new business owners get started in small business in Idaho. Under Construction. Looks good.