We theoretically investigate the Fulde-Ferrell-Larkin-Ovchinnikov (FFLO) state by using the microscopic quasi-classical Eilenberger equation. The Pauli paramagnetic effects and the orbital depairing effects due to vortices are treated in an equal footing for three dimensional spherical Fermi surface model and $s$-wave pairing. The field evolution of the LO state is studied in detail, such as the $H$-$T$ phase diagram, spatial structures of the order parameter, the paramagnetic moment, and the internal filed. Field-dependences of various thermodynamic quantities: the paramagnetic moment, entropy, and the zero-energy density of states are calculated. Those quantities are shown to start quickly growing upon entering the LO state. We also evaluate the wave length of the LO modulation, the flux line lattice form factors for small angle neutron scattering, and the NMR spectra to facilitate the identification of the LO state. Two cases of strong and intermediate Pauli paramagnetic effect are studied comparatively. The possibility of the LO phase in Sr$_2$RuO$_4$, CeCoIn$_5$, CeCu$_2$Si$_2$, and the organic superconductors is critically examined and crucial experiments to identify it are proposed.
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