You can specify the service area when you set up the account in the search engines. You can also indicate that the business visits their clients as a service business and that clients do not visit their business location.
One thing to think of with a statewide business, if they have competitors with a physical location in certain cities, those competitors will most likely get higher rankings in the local 7 pack listings for those cities.
Quite contingent upon the niche and competition, but often times it's best to establish regions within the state and have a location for each region. You can use counties or simpley Northern region, South Western region, Eastern region, etc.