Despite the fact that I disagree with the current political consensus in Texas on most issues, and the fact that G.W. Bush was our Governor, and many other things that cause many progressive people to have a deep antipathy towards Texas, I think it might just be the best state.
Public school was largely ineffective in inculcating a sense of national pride. Don't get me wrong, I love my country. But I see, quite clearly, its faults, and they sadden me. They succeeded, however, in instilling in me a sense that Texas is completely unique and something quite special. I didn't realize how much state pride I had until I was no longer there. I tried to grow some bluebonnets here (state flower, for you unfortunate non-Texans), and they died. This is probably my fault, though, not necessarily Arizona's.
Was your state ever its own country? Can your state split into four (five?) others at will? Can your state fly its flag as high as the U.S. flag? Do you have an Alamo? I didn't think so.*
*Um, so, this is not entirely true. The thirteen original colonies were, for a time, separate states until the ratification of the first US Constitution. Also, the Republic of Vermont and the Bear Flag Republic (California) were countries before becoming states.