You can apply thru any state that does not require internship, such as Delaware, CT, MD, ect. However if you want to moonlight then you need to have a licence. Some states, such as NY require you to apply for your licence at the same time as Step 3.
Bottom line, you can register thru any state if you just want to take the test. If you want to moonlight you should apply thru the state that you want to work in, but they might have some restrictions.
You can look it up here: