"Statehealthfacts.org is a project of the Henry J. Kaiser Family Foundation and is designed to provide free, up-to-date, and easy-to-use health data on all 50 states. Statehealthfacts.org provides data on more than 500 health topics ..."
I'm sure some of you have used this before, but thought I would mention it again as it proved to be quite helpful for a recent research consultation.
The main categories on the site are: Demographics & the economy; Health status; Health coverage & uninsured; Medicaid & SCHIP; Medicare; Health costs & budgets; Managed care & health insurance; Providers & service use; Minority health; Women's health; and HIV/AIDS.
Yes, many of the statistics can be found in other sources, however State Health Facts offers state comparisons and some non-governmental resources as well.