A look at the correlation between a state’s population density and presidential election polling reveals that density is predictive of voting for Obama. It would probably be more enlightening to look at this issue on a county-by-county level.
Since certain important political events occur on a state-by-state basis — electoral votes, senate seats — it’s often important to know about a state’s overall political behavior. But trying to classify states as kinds of places isn’t all that enlightening. Learning that Nevada is low-density, for example, doesn’t tell you anything about any particular part of Nevada. Clark County is a large, sprawling urban area and much of the state is vast and empty.