Using the state
The hesitation I have there is that our State Attorney General is a Democrat and the targets would all be of the other party. I have this hunch he would shy away from it because it would look like political retribution but it probably wouldn't hurt to ask.
What leads me to the FBI is that I've been told they intentionally try to remain apolitical since they continue through administrations of both parties. Certainly their director changes but there's also a rivalry with the CIA and NSA which have much more control from the administrations and historically they often go after people with less thought of the politics involved.
Art