I might be wrong, but I thought there was a section in AdWords where you could target the Ads by Location or do I have to create separate campaigns for each state then target all them Ad Groups by State? I thought maybe I could create 52 Ad Groups then Target the Ad Groups by State for each Individual Keyword?
To the best of my knowledge, there's no way to use location-targeting at Adgroup level - it has to be done on a campaign by campaign basis. Then again, unless you've got a very small range of keywords, you'd probably want multiple Adgroups for each location anyway, and the costs and conversion rates are likely to vary, so it's probably simpler to set up your account this way, anyway. It's just a simple copy-and-paste in Adwords Editor, so it won't take that long...