That depends. If you are going to Canada, the Bahamas, Mexico, they will accept your state registration. if you are going farther afield they want US Documentation, but the question arises, how big is the boat? In order for a boat to be documented with the USCG it must measure (using the Coast Guards rule) 5 net tons. Most sailboats under 30 feet can't make it unless they are heavy displacement and broad abeam.
We plan to go all over, hopefully farther than to Canada, the Bahamas, Mexico.
We don't have the boat yet but we are sure it will be at least 36 ft. I was looking around the web yesterday and saw some companies offering to help get a boat documented. Is a company required or can you do it yourself?