What is the best state to incorporate my small construction business?

As a general matter, small businesses should be incorporated in the state where they have their principal offices -- in your case, Maryland. This is so because of the multiplicity of tax filings (and tax payments) required when a business is formed in one state and does business in another. You reduce this number to one if you do business in one state and also incorporate there. There are almost never any advantages to proceeding otherwise unless you plan to raise money from a venture capitalist or make a public offering of your stock.