geologist here but i'm not familiar with the US setting. the wiki says they are often found in the midwest (indiana, iowa, missouri, illinois, kentucky, utah.) geodes are spherical concretions removed from the mother rock. they are formed by open-space filling of a cavity in the mother rock. they are then eroded and freed, so you would spot them most easily in the desert, or in places where you have a lot of limestone boulders, or in loose sedimentary ground like river banks, sand bars, or alluvial fans near the foot of hills and mountains.
picking a roundish rock and identifying it as a geode can be tricky. outwardly it looks like an ordinary piece of rock. you will have to tap it with your sample pick to test it. a solid rock rings while a hollow one feels, well, hollow. so you have your sample pick, and then you have to have a small cold chisel. score the rock with the chisel along an "equator", set it on the ground, and then strike it with pick and chisel along that score mark. if you're a serious hunter and you want to find car-sized geodes, you might have to bring heavier firepower, like a three-pound sledge hammer, and a bigger chisel or moil (forged from a car axle.)
there's are two more things a rock hunter needs: a buddy and reliable transportation. you might have to leg it to very remote areas hard to access. so it's best to have a buddy and a reliable off-roader.