  We demonstrate that the vortex state in the Fulde-Ferrell-Larkin-Ovchinnikov
(FFLO) phase may be very different depending on the field orientation relative
to the crystalline axes. We calculate numerically the upper critical field near
the tricritical point taking into account the modulation of the order parameter
along the magnetic field as well as the higher Landau levels. For s-wave
superconductors with the anisotropy described by an elliptical Fermi surface we
propose a general scheme of the analysis of the angular dependence of upper
critical field at all temperatures on the basis of the exact solution for the
order parameter. Our results show that the transitions (with tilting magnetic
field) between different types of mixed states may be a salient feature of the
FFLO phase. Moreover we discuss the reasons for the first-order phase
transition into the FFLO state in the case of CeCoIn5 compound.
