If I live in one state and my ex-boyfriend who lives in another owes me almost $9000, how do I go about getting it back?

You are the plaintiff.  Your ex-boyfriend is the defendant.

A lawsuit can be filed in the state where the plaintiff resides or in the state where the defendant resides or in the state where the claim arose.  You can file your lawsuit in your state court, which is advisable for your convenience in filing documents and making court appearances.  You will need to have your ex-boyfriend served with the summons and complaint (the complaint is the lawsuit attached to the summons).  It would be advisable to have a process server in or near the city or town where your ex-boyfriend lives serve him with the summons and complaint.  You can find process servers listed under attorney services in the Yellow Pages or online.  After he is served,  you will need to have the proof of service filed with the court where your lawsuit was filed.