Need Help Wioth Variables In Stored Procedures

I'm working on my first stored procedure, having just watched a video about how to use them.  I have a working procedure that looks like this:set ANSI_NULLS ON
set QUOTED_IDENTIFIER ON
GO
ALTER PROCEDURE [dbo].[InMateSearch]
    @State nvarchar(255)  
AS      
BEGIN
    DECLARE @SqlString nvarchar(255)  
    SELECT [FIRST NAME], [LAST NAME], [STATE]
    FROM members
    WHERE suspend=0 AND (State=@State OR Country=@State)
END
What I need to do is build the WHERE clause of the SELECT Statement based on the values of the parameters passed in.  There will be a lot of them, but State will do for an example.
I want to assign a variable, say SqlString  = " suspend=0".  Then I want to check the value of @State which is a parameter being passed in, then do something like this:
If @State <> "" then SqlString = SqlString & " AND (State=@State OR Country=@State)"
 so that I'm only filtering by state if the state parameter isn't empty.  Then I would like my SELECT statement to look like:
 SELECT [FIRST NAME], [LAST NAME], [STATE]
 FROM members
 WHERE (SqlString)
I'm declaring SqlString as the video indicated, but in the video the variable is assigned a value from the database.  I think I need a different kind of variable.  If I try to do something like SqlString = "test" or @SqlString = "test" I get an error.  Once I define or declare a variable I can use to build the string, how do I assign it to the WHERE clause?
Diane