The Tax Foundation has published New Census Data on Property Taxes on Homeowners, by Gerald Prante:

Rank	State	Median Tax
1	New Jersey	$6,320
2	Connecticut	$4,603
3	New Hampshire	$4,501
4	New York	$3,622
5	Rhode Island	$3,534
6	Massachusetts	$3,406
7	Illinois	$3,384
8	Vermont	$3,281
9	Wisconsin	$2,963
10	California	$2,829
41	Tennessee	$924
42	New Mexico	$843
43	Kentucky	$823
44	Oklahoma	$762
45	South Carolina	$678
46	Arkansas	$534
47	Mississippi	$468
48	West Virginia	$457
49	Alabama	$383
50	Louisiana	$188

Interestingly, the ten states with the highest median real estate taxes paid voted for Barack Obama in the 2008 presidential election, and nine of the ten states with the lowest median real estate taxes paid voted for John McCain (New Mexico voted for President Obama).