Where are EpiPens prescribed the most in the U.S.?

In Massachusetts.

According to a study published in JACI, there were 1,5 million EpiPen prescriptions filled in 2004 with an average of 5.7 EpiPens prescribed per 1000 persons.

Massachusetts had the highest number of prescriptions per 1000 persons (11.8), Hawaii had the lowest (2.7). Overall, New England states clearly lead the group with 8-12 EpiPens prescribed per 1000 persons, whereas the southern states had only 3. Click to see the results on a map.

Authors suggest that the relative lack of sun exposure and vitamin D status may lead to higher incidence of anaphylaxis in the northern states which could explain this strong north-south "gradient."

Drugs used for management of anaphylaxis are remembered by the mnemonic EASI:

Epinephrine IM
Antihistamines PO, IM
Steroids PO, IM, IV
Inhaled b2-agonists, if wheezing

Mnemonic for EpiPen dose

30 kg or more
0.3 mg dose of epinephrine (EpiPen)

References:
Regional differences in EpiPen prescriptions in the United States: The potential role of vitamin D. JACI. Volume 120, Issue 1, Pages 131-136 (July 2007).
Editorial. Anaphylaxis and vitamin D: A role for the sunshine hormone? Taback SP, Simons FER, JACI, 2007 (paid subscription required).
Image source: EpiPen, Wikipedia, GNU Free Documentation License.