I know cost is a huge deal for pretty much everyone, so if you can find something in state that meets your requirements go for in state!
Its always great to get away from home and branch out into the real world on youre own, keep in mind if the out of state doesnt work out for you, then you can always come back home were you know that youre family and friends will be there to support you every step of the way, when going out of state you really get to know yourself more and how independet you can really be but keep in mind you want to make the BEST descsion for YOU and your carrer goals!!
In my experience, it depends on what the opportunities and costs are. If the out of state schools are very cost prohibitive, it might be better to get your undergraduate in the school that is close to home and then go to the out of state school for post graduate work. However, it greatly depends on in what fields your interests lie. Make a pro/con list for each and weigh them out, so that you can see them very specifically outlined.