I use a Federal ID when dealing with legal purviews of the Federal government, and a State ID when dealing with the legal purviews of State governments (which is most things). This is the only reliable scheme I've found. As a matter of Constitutionality, the States are largely required to recognize State IDs, but no one is required to recognize Federal IDs because there is no authority and as a practical matter many governments don't.
It doesn't help that some clerks are confused by the zoo of government issued IDs that exist in the US. IDs in the US are a mess, the legal barriers to making it possible to have an organized identity system are very high, and both the Democrats and Republicans are resistant to removing those legal barriers, so this situation is unlikely to change.