Shipping Method By State

Hi,

You need to go in the menu System->Shipping methods and create new shipping methods.
If you have one flat shipping fee, you will need one shipping method per state. If you have 2, you will need two shipping methods per state.
You can also regroup states with similar shipping rates into shipping zones by creating new zones via the menu System->Zones and the states as subzones. Then, you can use these shipping zones in your shipping methods and they will apply to all the states and thus that will reduce your number of shipping methods.

Why can't you choose states for shipping methods zones ?
Everyone else sure can so you should be able to do it too.
There is no need to create a shipping zone for one state.