Look at the bright blue states, like MA, RI, NY, NJ, ME. Republicans have never given up on them, and have won elections. Granted Olympia Snowe isn't a member of the Delay wing of their party.
Look at some inroads made by Democrats in places like Montana
It's got to be a 50 state, zillion county/city/precinct fight.
On the other hand, there's no bluer state than MA, and we've got a Mormon Republican from Utah as our governor. Proper karmic balance would have Utah electing a Kennedy for some statewide office :)