Beginning Stages and a bit overwhelmed

My husband and I have been infertile for about 4 years and have just decided to adopt. We are attending our first orientation with the state on July 19th. We are hoping to do a state adoption and I was wondering if anyone out there has done an adoption thru the state without an agency? Also, with a state adoption can you specify about the drug use like you can with an agency adoption. I am overall looking for any advice that anyone can give me on any portion of this process. It is such an overwhelming process and I do feel a bit lost sometimes.