Heck no! My state is adjacent to Canada, and all the Detroiters would want to join up with them!
Seriously though, absolutely not, and not because I value the federal government more than the state government, but because I value the federal system, even as it stands today, and would prefer to have that multi-tiered government. For one thing, it can slow down the process of a single, tragic event leading to bizarre and awful sweeping legislation. The emotional boundaries of statehood are, imho, an important factor in protecting us from things like England's and Australia's handgun/semi-auto bans.
And yes, there are a bazillion holes in this argument, like the Patriot Act, and the very broad federal powers currently in place. I still think the principle works to a degree, and I like it. Incidentally, I also really, really like having complete freedom to travel within the US.