Going off what SaltyDog is saying...any one of those states are pretty much prime places to get this operation up and running.
I think the state should keep that fuel inside their own borders though. News loves to cover cheap gas stories, and by watching prices fall in one state from one controlled by the NIMBY flower children would push them to the corner cause right now, all America cares about is the prices for fuel. Not to mention the attention this state would gain and new business would be a rather hefty source of revenue...