I am withdrawing early a bonus dex annuitiy. I understand the 10% early IRS penalty but want to have the insurance co keep enough more to cover taxes. I don't want any surprises come tax time. How do I figure out what percentage to have them keep? Will I have to pay state tax as well? I don't want to miss anything here. Thanks

Have them withhold 30% plus a set amount for the STATE income tax liability (at least 5%). That should cover the bulk of your tax liability.