I would use your residence address, as long as you can receive mail there. The states get tax return information from the IRS. If you file with the address in the state that you don't live in, that state will think you should have filed a return there, and will start sending you notices. You'll have to convince them that you don't live in the state that's on your tax return. But if the IRS needs to contact you, they are going to mail a notice to the address that's on your tax return, so you want to be sure you will get it.
If your mailing address is a PO box, the IRS says not to use a PO box unless the post office does not deliver to your residence address.
