In terms of averaging the margins of victory between the Republican and Democratic presidential candidates, the most Democratic state is the District of Columbia (or Massachusetts if you don't consider DC a state) and the most Republican state is Utah. The map above shows the average margins of victory for the past five presidential elections (1992-2008).
Here are the actual numbers, according to my calculations.
Solidly Democratic States 1. District of Columbia (D +78.674)
2. Massachusetts (D+ 26.032)
3. Rhode Island (D+ 25.708)
4. New York (D+ 22.966)
5. Hawaii (D+ 21.806)
6. Vermont (D+ 21.006)
Strongly Democratic States 7. Maryland (D+ 16.996)
8. Illinois (D+ 15.844)
9. Connecticut (D+ 14.954)
10. California (D+ 14.414)
11. Delaware (D+ 13.814)
12. Maine (D+ 12.136)
13. New Jersey (D+ 11.656)
14. Washington (D+ 10.762)
Lean Democratic States 15. Michigan (D+ 9.120)
16. Minnesota (D+ 8.780)
17. Oregon (D+ 7.798)
18. Pennsylvania (D+ 7.042)
19. New Mexico (D+ 6.056)
20. Wisconsin (D+ 5.838)
21. Iowa (D+ 5.110)
Barely Democratic States - Battlegrounds 22. New Hampshire (D+ 4.176)
23. Nevada (D+ 2.004)
24. Ohio (D+ 1.432)
25. Missouri (D+ 1.156)
26. Florida (D+ 0.320)
Barely Republican States - Battlegrounds 27. Arkansas (R+ 0.080)
28. Colorado (R+ 0.238)
29. West Virginia (R+ 0.902)
30. Virginia (R+ 3.252)
31. Louisiana (R+ 4.824)
32. Arizona (R+ 4.990)
Lean Republican States 33. Tennessee (R+ 5.228)
34. North Carolina (R+ 6.086)
35. Georgia (R+ 6.814)
36. Indiana (R+ 9.398)
37. Kentucky (R+ 9.408)
38. Montana (R+ 9.668)
Strongly Republican States 39. South Carolina (R+ 11.230)
40. South Dakota (R+ 11.920)
41. Mississippi (R+ 12.766)
42. Texas (R+ 12.872)
43. Alabama (R+ 15.162)
44. North Dakota (R+ 16.484)
45. Kansas (R+ 16.892)
Solidly Republican States 46. Oklahoma (R+ 20.152)
47. Alaska (R+ 20.946)
48. Nebraska (R+ 22.606)
49. Wyoming (R+ 26.132)
50. Idaho (R+ 27.018)
51. Utah (R+ 30.768)