Investigate CAIR before giving any money:

http://www.anti-cair-net.org/AntiCAIRDataBase.html

I can personally vouch for CAIR-MA, CAIR-CA, and CAIR-NY.

Can you expand on why donating to state offices is more effective? And, which states?

The state organizations have separate budgets, and they do the direct work with affected people.

For example, CAIR-MA serves all of New England on less than a quarter million dollars a year.

Any state, but particularly red states. Consider CAIR-Oklahoma.