Hello Shiv,

Yes you can participate in the counselling of other states too, but you will not be able to avail the facility of state quota there. In case you choose to attend the counseling in your own state, you'll definitely avail the facility of state quota and get a better college or at least a better seat. 

To find out the colleges you can get with your JEE mains score visit the following:

https://engineering.careers360.com/jee-main-college-predictor

All the best.