One of the most effective visual methods to learn the states is with a map. This can be done in several ways. You can use a blank map with just state borders to match state names and shapes. Remove the state names and then proceed to write them in by memory. You can also place blank state cutouts over a regular map. Name the state and then remove the cutout to make sure you named it correctly.
Write a list one through 50 on a piece of paper. In an area you spend most of your time such as your home or workplace, write down an object to represent each state. For example you can write down Arkansas for a staircase or California for a particular lamp. Do this for each state. Say the name of the state that corresponds with each object as your encounter it throughout your day.
Some people remember things better when they are set to a melody. Create a list of the 50 states arranging them in alphabetical order. With "Turkey in the Straw" or some other familiar tune playing, sing the song using the alphabetized states as the lyrics. After you have practiced, you will be able to sing the song with out the tune and without the "lyrics."
Technology provides a great portal for memorization tools. Such websites such as Sheppard Software and Purpose Games provide interactive games with immediate response so you can learn the states quickly and correctly.