You should file in the state you live in. Otherwise,
you will have to go to your wife's state for all
hearing. The judge who dismissed your case is wrong
if you can prove that the complain has been delivered
legally to your wife. He/She has to enter a default judgement if defendant does not show up. (What is whatever you ask in the complain since she gives up
her right to defend herself.) You need a divorce lawyer to protect you in the court.