A wealth of state policy information can be found at
stateline.org, a publication of the Pew Center on the States. Not only is there material about key issues, there are links to multistate organizations, national organizations of state officials, and state-based think tanks.
Another useful site for comparative information about the states is
StateScape.
To learn what's happening in a particular state, politically and otherwise, check out the Washington Post's
"News from the States".
If you want up-to-date, in-depth discussions of issues in states and localities, try
Governing Magazine.
If you need official data about states and localities try the
U.S. Bureau of the Census.