Family Tree Magazine has a list of "best websites". Here's their section on State and Regional Resources.
It looks like Arizona one-ups Missouri's certificate database. I've been very proud of Missouri's taking a lead, and scanning in their death certificates, but Arizona has been scanning in their birth certificates as well. (Up through 1931 - a 75 year privacy window - which means many living persons.) Unfortunately, I don't think I have any relatives born in Arizona. However, I did find the birth certificate of Cesario Chavez (direct link to pdf), and the death certificate of Baron Michael Goldwater. Barry's father. Barry's birth certificate should be there, but I can't find it. Cardinal ballplayer Solly (Solomon Joseph) Hemus should be there, too.
There are several states that have impressive indexes that will help many researchers.