In all of the plausibly competitive 2016 states, this is what I predict will be the net effect of the executive order. Green means ambiguous or little net impact:
Basically, it makes sense only if they are confident it will help push Florida left of the tipping point. There will also be Democratic risks/GOP opportunities in the rural North that should be taken seriously.
I don't see how the executive order impacts Michigan, Ohio, etc.
The economy is going to be the #1 issue in 2016. Most people Michigan and Ohio aren't going to make immigration their main priority, especially since it doesn't directly impact their states. While there are people who are going to hate this executive order, they are A). Already probably supporting the Republican and B). Don't need to be further motivated in order to get them out to the polls.
There are also people who will be directly benefited from this executive order. While these people were already very likely to support the Democrat, they have very low voting rates so this motivation could be useful to Democrats.
I could see the Republican trying to tie Clinton to Obama using this issue. This would hurt her most in states where Obama lost but Clinton could have more appeal with working class whites, like Missouri and Georgia.
Blue collar states don't like immigrants.