So Jelly Bean did the first 25 last year and is working on the second half this year. We are in the "New" states right now.
I have been using most of the following resources since Flower started homeschooling in 3rd grade in 2008, but I have picked up a couple things new this year. We generally study Geography every day, but it is only for 10-15 minutes a day.
We usually start out the week reading about the state from this book, Children's Illustrated Atlas of the United States. It is pretty good. It was advanced reading for her when she was in 2nd grade but doesn't have any problems reading it this year.
On another day, she will usually color the state and other state information from this book. (I actually picked up my book from a garage sale for FREE. Woo-hoo! Love little deals like that!)
She will also usually do an activity or two from the US States Kit from Montessori For Everyone. We are BIG fans of Montessori For Everyone and have many items from them. (The image below is from the Montessori For Everyone website.)

So that's it. That's how we study US States here at Montgomery Academy!