Making a shape look like a button

I like this tutorial

http://webdesign.tutsplus.com/articles/design-theory/principles-for-successful-button-design/

To be honest states can be what you want them to be

You are wonderful! Thank you Phil!

When I make buttons I usually do the following (not always, but these are some general rules I tend to follow)

• Use a thin 1 px border (sometimes dotted or dashed).
• Use a soft gradient.
• Use a drop shadow (the drop shadow makes it look raised, and more like a real button).
• Leave a lot of whitespace around the text on the button.
• For various states I usually do varying shades of the same color (but different enough so it's noticeable). 
• I usually go a few shades darker for the "Hover" state, and sometimes invert the gradient to give it a "pressed" look.
• A very light shade for "Disabled" button state (might also have to lighten the font color here).
• Sometimes just changing the color of the font to a few shades darker is great for "Visited" state.

I found some really good tips in this article: How to Design Buttons to Help Improve Usability 

And I also found some good tips on designing buttons from Web Design Tuts: Principles for Successful Button Design

One more tip, do a Google Images search on "Button States" and you'll see a lot of different examples and ideas. =)

I sometimes use internal shadows or the down state.  When i used to do buttons for flash the down state was always two pixels down and 2 pixels across.

The general rule I like to follow is: Hover-highlight and Down-darken

Hover: highlight or "raise" the graphic on hover. The graphic reaches up to say "Pick me!" Usually adding a gradient from light (top) to dark (bottom) works.

Down:  darken or lower the graphic on down or selected. Sometimes flipping the hover gradient works. Adding an inset shadow also works.

Another helpful hint. Go for subtle changes. They are more effective than huge changes. (like using a completely different color)

Wonderful! Thank you guys!

If you do go with Gradients be consistent in their use, try and ensure the light source is the same on your project or slide

http://www.webdesignerdepot.com/2010/01/drop-shadows-and-gradients-be-consistent-in-your-visual-metaphors/

This is where a scratchbox is useful