Versus the national average, Massachusetts is moving hard right. Bush got 35% there in 2004 and had 51% nationally. McCain is polling between 37-39% and only 44-47% nationally. So he should be up here much more if he's ahead nationally by 4-5, not polling at 56%.
Let's see how the elections comes out. Again, I don't see how you can judge the state is moving "hard right" by comparing an election with the home-state senator to one with a different one where we don't even know the election results.
Policy-wise, I haven't exactly seen the right-wing shift. The proposition to abolish the income tax got about 45% in 2000. Let's see how it does this year.