When trying to obtain a copy of a vital record, begin searching at the local level first (town, county, etc.), then try the state records office. Avoiding search firms that advertise for "immediate" delivery will be easier on your pocketbook. Determine if any records are available online or on microfilm via FamilySearch (http://www.familysearch.org).
Chances are you do not need the death certificate tomorrow, via overnight mail. Don't pay for services you do not need.