Well, I think sqljunkey is on a very right track! If you think his statement over, i.e., "So it's [the quantum state, i.e., statistical operator] just a measure of probability, and not an actual physical thing." and finally accept it you save a lot of time to do the really interesting things with quantum theory instead of mulling about the never solvable philosophical problems some people have with it. There will never be a consensus about these issues, because it doesn't belong to objective science but to personal believes. E.g., I don't think that one needs a collapse but that the assumption of a collapse is full of problems contradicting basic principles of physics. You don't need a collapse as soon as you have accepted that Born's Rule, i.e., the probabilistic (and only probabilistic) meaning of the quantum state, as a fundamental postulate to define the theory.
Whether the state is "real" is a question that cannot be answered, because there is no scientifically sound definition of the meaning of "real" in this context. When do you call a mathematical construct real? Are the coordinates of the Earth to describe its motion around the Sun real? Are electromagnetic fields real? Are the fiber bundles real that build the basis of the description of this field as a gauge field real? I have no clue, what these questions mean, let alone what a useful answer may be! All I know is that all these mathematical constructs lead to an amazingly detailed description by relatively few basic concepts (if I have to name one basic concepts then it's group theory to describe symmetries).
