What state should i select? Are the letters valid nationwide?

You should select the state you are currently residing in and phycially located in. If you are planning on moving, no worries --Your letter is valid nationwide, regardless of where you move and what state your mental health professional was in.

So even if you're moving to another state, you need to see a professional in the state you're currently in because mental health professional assigned to you will be licensed that state.