State business then load or shift! (8)
I believe the answer is:
colorado
'state' is the definition.
(Colorado is an example)
'business then load or shift' is the wordplay.
'business' becomes 'co'.
'then' is a charade indicator (letters next to each other).
'shift' indicates an anagram.
'load'+'or'='loador'
'loador' with letters rearranged gives 'lorado'.
'co'+'lorado'='COLORADO'
(Other definitions for colorado that I've seen before include "US state in the Rocky Mountains" , "US state (with a beetle)" , "Denver's state" , "Boulder's state" , "US state has a strangely cool road" .)