For me, I have stayed in both. When the weather is pretty decent and the onslaught of rain hasn't set in, I like being at the state parks. Most have concrete pads, but I find with the wet, some of the RV parks are a little more convenient for us. We have a 4-year old who tracks everything in, and mud is just too hard to keep out. Like others said, it has a lot to do with where/what we are doing. Sometimes the RV park is the closest to where you want to explore.
I always prefer the state parks for the natue and the cost (it is generally a lot less, most are about half the cost...in Oregon the showers are free at the state parks, but not at the RV sites, and the parks I have been to lately have been pretty nice). At the State Parks, I also try to park in the tent areas (I get more privacy (generally speaking) that way and I like being away from the big rigs, plus it is cheaper). Out here folks have all sorts of different tents they put up, and I am finding with the trailer, my set up is actually smaller, so we fit just fine.
The RV parks serve a purpose, but we haven't been overly impressed with them so far. We have had a decent sites, plenty of room, and were left alone (Dottie was backed way back into the Northern Breeze due to the rain). The places was pretty empty at the time of year we were there...our weather was especially bad this year. It was noisy, there was no privacy, and only a few trees along the outside of the park, so no shade (if there had been sun), and we were between the highway and the railroad tracks. The 4-year old loves trains, but all night was a bit tough tough on us adults. It was loud. Linda's place sounds a lot nicer! Come to think of it, we did stay at a cool RV park in Moab. The main reason we picked it was it was super close to Arches National park and it had a pool (it was warm by our standards in October there, and a swim was awesome. I would go back there in a heart beat. It was a destination place, and was really kid friendly. More than anything it was just really handy!
I think it all comes down to personal preference, what you are trying to do, and what kind of time you have.