Go to your State's Income Tax filing site online. They should provide you with the address needed where to file. Be sure to keep a copy for yourself and include a copy of your Federal Return along with all of the required copies of forms and W2's. Unless it's going to make a significant difference, it is not worth the hassle of just submitting the information electronically. Once you add the cost of your time along with the cost of posting the return 'certified', the cost is the same.'
Good luck!