Are the DirectX debug warnings "Ignoring redundant render state X" or "Ignoring redundant sampler state X" bad. Should I try to work them out of my program or are they ok? Thanks!

The good news is that if the driver is ignoring it, it won't be sent down to the hardware. The bad news is that if the driver is reporting it, then you've already taken the CPU hit for switching into kernel mode. I would remove them if you can, but only if there's a good chance you won't break everything in the process. Maybe move then down to stateblocks in the FX files.