I think A-Train's advice is sound. Don't even try to find out what states are hard, easy, boring, etc. Just go and expect a surprise. And whatever anybody tells you, assume they're full of it. Not because they are, just to not let any expectations sink in, because somebody else can perceive something completely differently depending on their tedencies, mood, etc. But seriously, the number of people that I heard say that VA was flat, Maine was flat, etc. is unreal. And nothing could have been farther from the truth...
To answer the question, I'd say the most mentally challenging was probably PA, just because I wasn't too enchanted with the state. But never thought of calling it quits.