Just a thought: whatever you do, completely code 3 states first (with 2 you're still tempted to repeat identical code, with more it's too time-consuming if you decide to change the design).
I must admit I'm completely ignorant about rules or WF. But wouldn't it be possible to just have one big stupid ASP.Net include file with instructions for states separated from main logic without any additional language/program?
Edit: Or is it just the fact that each state has quote a lot a completely different functionality, not just some bits?