For most states, there are two distinct issues -- whether the state is competitive and whether the district is competitive. Obviously, in states that have only a single Representative, the issue is moot.
A state, such as CA or TX, can be super-competitive. However, there are districts in those states where there aren't a lot of qualified candidates so that the district may not be particularly competitive. In other cases, one or more districts maybe super-competitive -- due, for example, to the presence of a military base, high population,etc. -- yet the state itself isn't all that competitive.
In most cases, you can't control where you live. Competitive states and districts tend to send a lot of people to the SAs and Senators in competitive states (actually, all states) try to spread the wealth in terms of noms so that even less competitive areas are still represented. There are great candidates in these areas, just not as many of them.
In the end, all you can do is your very best and then see what happens. Trite, but true.