The Energy Information Administration had all of the information I needed, broken down by end use, State, Month/Year, etc. I am mainly interested in 2008 data about Residential, Commercial, and Industrial usage, so I didn't make a map for Vehicle Fuel or Electric Power usage, although that data is available as well.
I present to you my results:
Drumroll, please!
A few notes:
After you load these files in Google Earth, you can drill down to the state polygons in the Places panel. When you double-click a polygon, it will zoom to that state and display a bubble with usage information and rank.
All natural gas quantities are measured in MMcf.
For quick/simple viewing, use the web version!