Whether or not there is an advantage to proceeding in one State versus another depends entirely upon the States involved, which you don't provide. Consult with an attorney licensed to practice in each State and discuss the specifics of your situation and your options.
Absolutely impossible to say. One would first need to know what state you are in and what state she is in to compare the laws of those states. Then one would need to know a whole bunch of other factors beyond the length of your marriage (factors vary by state). And, finally and perhaps most importantly, one would need to know what she wants by way of alimony and whether or not you believe that is a fair amount to pay.
Different states have different laws regarding alimony and entitlement to alimony. Without knowing more, no-one can answer your question. Best bet is to consult with an attorney in both states in order to first determine whether you can file in either state and then which state has the most favorable alimony laws.
Perhaps, but that would depend upon the facts. There might be some reasons to dismiss the case in the other state. The best thing to do is to have a full discussion with a local family attorney, not to ask questions on the internet and get more confused. A divorce must usually be brought in the place where the parties last lived together as husband and wife.
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