And yes, it should be no surprise that New Jersey is the way it is given the way it votes. New Jerseyans hate Corzine and what he wants to do, but they'd still rather have him over a Republican. It's part of the reason why New Jersey is in such terrible shape politically.
I know it's frustrating when the party in power is behaving arrogantly/corruptly and voters won't even give your party a chance, but New Jersey became solidly Democratic on a state level relatively recently. Democrats only took complete control of state government in 2003. Republicans had total control of the legislature from 1991 to 2001 and a governor for most of that time, which is both a big reason New Jersey is "the way it is" and also why people still feel they gave Republicans a chance and were disappointed by what they got.
There will be a Republican comeback when Bush is no longer polluting the brand for you guys and the Democrats have one scandal too many. However, no one should expect the Republicans won't repeat the same mistakes they made in the 90s and the Democrats are making now, and the state will end up deeper in debt, more heavily developed, and ever less pleasant to live in no matter who is governing.