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Fun fact: Colorado isn't a perfect rectangle (besides the lines of longitude converging). It's legally defined as straight lines between certain points that surveyors tried to make straight, but didn't get it exactly right. For example, see this part of the western border: https://goo.gl/maps/BKgwJ4bMfjF2

http://geology.utah.gov/map-pub/survey-notes/glad-you-asked/...

Another kink in the souther border: https://www.google.com/maps/@36.988568,-106.87603,12z

Credit to this blog: http://www.howderfamily.com/blog/colorado-not-rectangle/

Another example is Saskatchewan, Canada. Like Colorado, its borders, on all four sides, are defined by latitudes and longitudes.

Saskatchewan actually has an unusual border on its east with Manitoba, in which a series of north-running meridians are interrupted by west-running jogs. This newspaper piece [1] reflects on the story behind this boundary.

[1] http://www.theglobeandmail.com/opinion/why-the-zigzag-betwee...

But the curvature of the Earth means Colorado is closer to a rectangle :)

My hypothesis is that New York is the best-shaped state because it's not too rectangular, and not to squiggly. Got a good balance of both.