Yes you can always take FE exam from other states, but you'll have to follow that particular state's rules. You can ask the albama board of engineers and land surveying board about the recognition of other credential evaluation centers whether they accept any other institution's evaluation.
If you have friends or families in other states, then i guess it'd be less expensive for you to sit on FE from that state. I gave my FE from Texas and i'd my masters from Texas A & M. In my opinion, texas is more flexible on these evaluation things. 
And i'm pretty sure, they won't ask you to take any additional courses after the credential evaluation. I have never heard of anyone from Nepal or India actually taking extra courses in ethics/ psychology etc. for the recoginition of state board. So you can rest assured that after evaluating your credentials you are good to go for the Exam. 
And never worry about $400,  it is far more convenient to sit on the exam at the place where you are. Remember FE exam is not only about your engineering skill, its a kind of marathon test that you need to cope for 8 long hours.

thanx