The advantage of having a separate market for every state's Electoral College victor is that it allows Predictit to make a real prediction as to the outcome of the presidential election. Similar predictions are made using alternate methods (polling etc.) by sites like 538.com and RealClearPolitics.com.
If the page with EC markets gets too crowded it could be subdivided by region, alphabetically, or prioritized by popularity.
At the very least please add these states:
New Mexico: Belweather for the Latino vote; won by Bush in 2000
Utah: Belweather for unusual candidates (like Perot) and Mormon stronghold. It could be very active this year: http://www.nytimes.com/2016/06/13/opinion/campaign-stops/donald-trumps-mormon-problem.html
Montana: Won by Clinton in 1992