Arizona apparently has 8 different regions for this purpose. I have no idea what they are. If you qualify with your awesome audition, you will get the chance to rehearse and perform with other awesome students from your region with awesome and fun guest clinicians, usually over a long awesome weekend, at a larger awesomer campus. I couldn't find specific information about All-State, but it used to be the top ranked folks from Regionals would go on to compete for All-State and those who make that cut get the chance to again, rehearse and perform over a long weekend at a designated host site (usually one of the state universities) with guest clinicians and more awesome and fancy music folk. Challenging music, lots of nerdy band geeks like you (don't deny it.. that's a BASSOON you're holding there), and some bragging rights if you do well. Sometimes the whole thing means a trip and maybe a weekend stay somewhere pretty. Like Flagstaff or Tucson. Sometimes, you're just stuck in Phoenix. College admissions and grandparents totally dig it and you're probably being required by your band director so suck it up and do your best.
Preparation & Advice
It's important not to freak-out. Some of you are enduring this process because your band director has decided it must be so, and some of you are entering this competition with excitement and baited breath. Either way, you've got to do it. This is a chance to push yourself and experience something new and nerve-wracking.. YAY! Change is good. Embrace the change! The biggest thing to know is that everyone who is listening to you wants you to succeed. They're on your side, no matter how sour the expression on their face or how ridiculous (or difficult) you might find the stuff you are being asked to play.