CottonMouth points to a great resource– SeeTheSpending.org, where you can find out what various parts of state government spend, by category, department, or (most interestingly) vendor. Their website promises to put county, school, and city numbers up in the future.
CottonMouth learned of the degree to which the state is funding SuperTalk radio. The State of Mississippi wrote checks of over $6M since 2004 to the company that owns SuperTalk Mississippi, TeleSouth, mostly to buy advertising (the state overall spent $85M on advertising in that period). You can see the records for Telesouth here.
h/t Matt of IpseBlogit (or ipseblogisnt, perhaps).
Update: Kingfish had some of this information from state documents in a post last September, although not the full amount shown on the SeeTheSpending.org site.