Depends on what you mean by "state". If you mean a purely indigenous state (complex, agricultural, urbanized, heirarchical, etc) which evolved from local hunting and farming cultures, I agree with other posters. Large settlements would initially develop near the confluences of major rivers with wide arable floodplains, where rivers enter good harbors, or in other areas with excellent farming, resource extraction, and/or defensive potential. In many instances, this would be the same places Euroamerican settlements developed.
There is one likely exception to the above general rule. The overseas pattern of Anglo-American settlement created a large number of major coastal cities on the Atlantic seabord. There is no reason to believe a native american nation would site so many major cities witin 50-100 miles of the Atlantic Ocean. While there would be some towns and cities located on the eastern coast, it is very improbable an evolving native american nation state including much of OTL USA would end up with a megalopolis stretching from Boston to Richmond. I might imagine instead a Great Lakes or Mississippi/Misouri River megalopolis.
If you mean a "state" as in a US state (or independent modern nation-state) established by and for native americans at somepoint during the expansion of the USA, the location of cities would have a lot to do with when the state was established. Prior to the 1850's, towns and cities would be located along, and at the confluences, of rivers. In the later 19th century, rail lines and rail hubs - or good places with a nexus of rail and water - would be chosen. In the 20th century roads and highways would begin to dictate city placement.
Based on known north american prehistory, a few general places stand out as location of locally evolved city/states or kingdoms: St Louis area, Phoenix area, several sites along the lower Mississippi valley (Baton Rouge, etc), several locations in the Ohio Valley, the Arkansas/Red confluence, and perhaps along the southern margins of the Great Lakes.