Convenience: Avoid California, NJ and Florida.
California and Florida are major vacation states where docs like to live several weeks out of the year. As a result, several doctors want to get licensed in these states so they can do some side work while in the state. It creates a problem for the state because it's hard for them to keep a real track of just how many doctors they truly have if a bunch of them are only in it a few weeks a year.
So, those states make it very difficult to get a license.
As for N.J., everything in N.J. is worse in terms of state bureacracy. No, it's not a vacation state, the gov there is just plain bad and full of corruption and attitude.
(I can say that because I'm from NJ and lived there most of my life).
How is it inconvenient? Well if you get a NJ license, be prepared to wait from over 6 months to over 1 year to get your license after you put in your application. Prepare to be put on hold for 3-4 hrs before anyone picks up the phone when you give a call to check on the progress of your application. Be prepared to have a absent-minded state-employee who knows nothing pick up the phone and tell you to call again later only to suffer the same.
And the fees? Over $1000!
All the while, the residents in my program, some of them got a PA license. Took just a few weeks to get it, was less than $100, and everytime they called the state to check on their progress, they got someone who could actually give them an answer.