Direct3D 10.x and Direct3D 11.x do not support the 'legacy fixed-function' pipeline that your Direct3D 9 code is using. Preparing to move to Direct3D 10 or 11 means eliminating all fixed-function usage and moving to programmable shaders.
It is also apparent from your code snippet that you are not using the state objects correctly. In Direct3D 9, you set hundreds of individual settings. In Direct3D 10 and Direct3D 11, you manage all state through a few objects and a few simple individual switches such as primitive topology.
You have really need to take a step back and understand the major shifts in technology here. All fixed-function rendering needs to be replaced with programmable shaders, state management needs to be changed from a 'lazy-evaluation 'model to a 'known groups' model. In other words, you cannot meanigfully translate the single line: m_pd3dDevice->SetRenderState( D3DRS_CULLMODE, D3DCULL_NONE ); by itself to Direct3D 10.x or 11.x. You need to know the state it is grouped with and how you are using them all together to render your scene.
ID3D10RasterizerStatePtr pRasterState;
D3D10_RASTERIZER_DESC rasterDesc;
rasterDesc.CullMode = D3D10_CULL_NONE;
if( !CheckErrorCode( m_pImpl->pDevice->CreateRasterizerState( &rasterDesc, &pRasterState ), "InitDevice", "CreateRasterizerState" ) )
return false;
This code will always fail because you did not fully initialize the rasterizer state object which also sets fill mode, winding mode, depth bias/clamp, depth clipping, scissors, and MSAA line AA modes all together. And once you create that state object, it is immutable. To change any setting in that object, you create a new one with all the states specified.
The DirectX Tool Kit for Direct3D 11 provides a lot of basic functionality that you may find useful for replacing old D3DX9 and concepts like "Draw*UP", common used state object combinations, and a bunch of stock programmable shaders you can start learning from. Take some time to really learn the Direct3D 11 API basics before jumping into a porting job for an old codebase that is not even really up to the programmable shader model for Direct3D 9.0 (circa 2004).
Start with the resources at Getting Started with Direct3D 11Getting Started with Direct3D 11 and the samples on MSDN Code GalleryMSDN Code Gallery. When you've got a good understanding of how to program for Direct3D 11, then take a look at the seminal 'porting from Direct3D 9' presentation Windows to Reality: Getting the Most out of Direct3D 10 Graphics in Your GamesWindows to Reality: Getting the Most out of Direct3D 10 Graphics in Your Games. All those recommendations would apply to moving from Direct3D 9 to Direct3D 11.x as well.