But, it's also apparently true that in some of those, you must vote separately for President. North Carolina, in particular. If you mark the "straight ticket" box for, say, "Republican," you've voted for the Republican candidate in all "partisan" offices but President; your vote won't be counted for Senator McCain.
Confirmed by Snopes: http://www.snopes.com/politics/ballot/straightticket.asp
(Warning: Snopes behaves badly in crappy web browsers. Use a browser with decent pop-up blocking, like Firefox or Safari. I use Camino.)