The Pew Charitable Trusts and the MacArthur Foundation have been jointly examining how states make use of evidence-based policies, and on January 26 the released a report. The full 47-page document can be viewed as a PDF, or you can read a shorter summary on this web page.
They concluded that five states -- Washington, Utah, Minnesota, Connecticut, and Oregon in that order -- lead the nation in basing their policies on evidence of what actually works. Interestingly, these states cover the political spectrum, though Utah is the only deep-red state on the list.
The seven states at the bottom of the list are (in alphabetical order) Maryland, Michigan, Montana, New Hampshire, North Dakota, South Dakota, and West Virginia.
The rankings don't necessarily indicate the best- and worst-governed states, but it seems reasonable to suppose that other things being equal, it's better to base policies on evidence than on pure ideology or random guessing. Then again, the best way to get evidence on new approaches may be to try them out before there's a lot of evidence to support or discredit them. Anyway, it's an interesting subject.
You can read more on the general subject in the referenced report and summary and elsewhere on the Pew Trusts website.