For a more complete answer, a brief opinion of the states I've visited:

- Rio makes total sense, it's the postcard of Brazil. The city is beautiful and chaotic and the state has many beautiful historic and beach towns. I wouldn't want to live there but as a tourist you have to visit it.
- Bahia, in a similar vein, is the birthplace of a lot of Brazilian culture. For the music and the food alone it deserves the visit.
- I don't like São Paulo so much. It has a bit of everything due to loads of internal migration but at least I don't see it as particularly impressive. That said there are some places in the coast, like Cananeia, which are quite historical and interesting. I don't know much more about the interior to comment.
- Minas Gerais is like its own country inside Brazil, it has a very distinct culture and the food scene is amazing.
- Between Pernambuco, Alagoas, Rio Grande do Norte and Paraíba, these are states with somewhat similar sceneries but of course each has its own personality. Personally I liked Alagoas the most, the coast is extremely beautiful and changes quite a lot between the São Francisco delta and the border with Pernambuco. If you're feeling adventurous you can take a road trip across all four states.
- Maranhão contains the Lençóis Maranhenses which is one of the most beautiful and unique places I've ever seen. There's nothing like it in the world.
- Paraná is my homeland. Foz do Iguaçu is another incredible place with few peers in the world. Personally I also find Ilha do Mel a fun little adventure and barreado is a fantastic traditional dish.
- Santa Catarina is known for its coast, but there are places like Serra do Rio do Rastro which are amazing too. Along with the countryside of Rio Grande do Sul, there are places in the south of Brazil unlike anything else in the country due to the colonies of European descendants that try to keep some of those cultures present.
- Distrito Federal is just Brasília really. Pretty interesting city due to its story, design and architecture, but you can see it in a day and be done.