Looks like a mixed bag. Check out this interactive map from the Commonwealth Fund. Of the states with their own, state-run marketplaces, some plan to raise revenue for their exchanges with taxes or "assessments" on health insurance premiums, for instance. Others, like Rhode Island, seem to be still undecided.
(Note: Clicking on the graphic will enlarge it. Click here to go to the Commonwealth Fund's site to explore the interactive map.)