As far as I know, USPS hasn't refused to deliver any letters from me with a comma between the city and the state. For formal correspondence, I always use the "<city>, <state> <zip code>" format. I would, for instance, never submit a job application by mail addressed in all capital letters with no punctuation. That format says to me THIS IS A MASS-PRODUCED MASS MAILING! I DON'T KNOW OR CARE ANYTHING ABOUT YOU PERSONALLY!!
A few years ago I was in charge of a sample survey of physicians. The list of physicians from which we drew our sample had everything in all capital letters, with many abbreviations. We went to a lot of trouble to reformat our letters and envelopes into upper and lower case with expanded abbreviations and punctuation, precisely because we did not want the physicians' staffs to treat our introductory letters as "junk mail" and throw them in the trash without opening them.
I think that formal and personal correspondence still requires upper and lower case, and punctuation. If you want your correspondence taken seriously by the addressee, I would advise placing a comma between the city and the state.