You can reduce their prominence by changing the font size - but that is a global effect.
An alternative is Eric's Single State Mapper - for sale from this site or mine.
This is a template that uses lots of white polygons to 'blank out' different States. By deleting the polygon for the State(s) that are not required, you can get some effective State maps.
An example of it in use for Arizona can be found on this page here:
http://www.mileage-charts.com/cities/AZ.shtml
(page is under construction, so linked pages might be broken)
Richard