Is it better to invest in my area that has sky high prices or invest in other markets?

[Shayne Hastings]

I just recently moved to San Francisco and was curious with the home prices being so high here, is it better to look at other markets (Atlanta, etc) to invest in or continue to learn the market out here in the bay area and find those diamonds in the rough?

I would love feedback from anyone who has done investing from a far just to see the pros and cons of it all. 

Cheers!