Unfortunately, there is nothing you can do to bring your parents and sister to the US in any immediate future, as you are not eligible to petition for them until you become a US citizen and that will take at least 5 years. Once you are a US citizen, you can petition for your parents as immediate relatives and that process will take about a year but for your sister, it will be about a 10-12 year process so it would be faster if your parents petition for her once they are in the US as permanent residents. There is no difference between the different states as US immigration laws are the same throughout the country.
Your parents may try to apply for refugee status to the US if their particular situation in Iraq is unbearable but this will have to be supported with specific evidence of their ordeals.
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