Usually the all India quota counselling starts first. In case if you get a better option through state quota, you will have to leave the seat in college taken by all India quota. Remember that for this procedure( leaving your seat), you get a limited period of time before which you can leave the seat if you wish to. Along with this, the college does not return you the entire fee that you had paid. They will be cutting some charges (which varies based on college and state) and the rest of the fee is returned back to you. So in all you can take a seat through state quota. Wish you all the best.