What's your intended major? Your local university most likely offers that major. Unless none of the universities in your state offer it, there's NO reason to go out of state where you will be charged non-resident tuition which can be double or triple the in-state tuition. Unless you are wealthy or have wealthy parents willing to pay, you will graduate with crippling debt if you choose the out-of-state route.
Whatever major you choose, research employment opportunities for that major. If employment opportunities are few, low-paying, or non-existent, pick something else.