Randomly-connected networks of integrate-and-fire (IF) neurons are known to display asynchronous irregular (AI) activity states, which resemble the discharge activity recorded in the cerebral cortex of awake animals. However, it is not clear whether such activity states are specific to simple IF models, or if they also exist in networks where neurons are endowed with complex intrinsic properties similar to electrophysiological measurements. Here, we investigate the occurrence of AI states in networks of nonlinear IF neurons, such as the adaptive exponential IF (Brette-Gerstner-Izhikevich) model. This model can display intrinsic properties such as low-threshold spike (LTS), regular spiking (RS) or fast-spiking (FS). We successively investigate the oscillatory and AI dynamics of thalamic, cortical and thalamocortical networks using such models. AI states can be found in each case, sometimes with surprisingly small network size of the order of a few tens of neurons. We show that the presence of LTS neurons in cortex or in thalamus, explains the robust emergence of AI states for relatively small network sizes. Finally, we investigate the role of spike-frequency adaptation (SFA). In cortical networks with strong SFA in RS cells, the AI state is transient, but when SFA is reduced, AI states can be self-sustained for long times. In thalamocortical networks, AI states are found when the cortex is itself in an AI state, but with strong SFA, the thalamocortical network displays Up and Down state transitions, similar to intracellular recordings during slow-wave sleep or anesthesia. Self-sustained Up and Down states could also be generated by two-layer cortical networks with LTS cells. These models suggest that intrinsic properties such as adaptation and low-threshold bursting activity are crucial for the genesis and control of AI states in thalamocortical networks.