The Cato Institute has a white paper, rating the governors on fiscal responsibility. Summary here.
There are some interesting entries. It is not surprising, given that it's Cato, that Republicans score better than Democrats on this. But don't jump to conclusions, because Cato has never been hesitant to go where the numbers lead. This highest-ranking Democrat is NH's John Lynch, tied for fifth with Bobby Jindal. That's ahead of Rick Perry in Texas, for those of you scoring at home. Not only that, but Deval Patrick of Massachusetts is also well ahead of Perry, garnering one of the few "B's" the Dems earned. I am surprised, but I tip my hat.
The five "F's" all go to Democrats, but 3 Republicans plus (ahem) Independent Lincoln Chafee of Rhode Island got a "D." The scores range from 16 to 69, with Republicans averaging 57 and Democrats 43.