Do the prices of policies vary from state to state or are they all the same?
Vary.
They vary by county, within each state, sometimes by quite a lot. The list of available policies can also vary by county. You can find a huge scrollable list of policies and pricing by county on the Obamacare site.
I thought the whole idea was to smooth out the cost to everyone. Seems like varying costs all the way down to the county level is contrary to that goal.