Payment methods - which is safest?

Trying to decide between ordering a Minnesota or New Jersey ID. I live in Minnesota but I've heard people say getting a different state is sometimes better?

What are the pros/cons of each approach? Do certain states work better in certain regions? For example, would a New Jersey ID look suspicious in Minnesota?

I'm mainly planning to use it for convenience stores and maybe bars occasionally. Nothing too risky. Just want to make the smart choice here.

Anyone with experience using out-of-state IDs have any input?