I've only been to 18 states... Some of which I spent only a couple of hours in. The majority of the ones I have been to are along the east coast. I'd say that my least favourite state was definitely Virginia. We stayed in the lovely Front Royal. 
I've been to every province except Manitoba and Newfoundland & Labrador. To be honest, there wasn't a single province I disliked. I've never wanted to go to Manitoba. I'm sure that, if I went there, it'd be my least favourite. :P