Best market to buy first buy and hold....i live in CA.....

[James Saville]

Ok, so I feel ready to start building a massive portfolio of rental properties now.  I have the income and savings to get started! (not that you need those to do so) but I can't decide what market I should start in.   I live in silicon valley, so my market here is much too difficult to start with.  So I'm looking for feedback on what market to get into, and how did\do YOU decide? I prefer something close to CA, like AZ, maybe.  

Lastly, once I decide on a market to go into, do you start by talking to agents?  Hunting properties doesn't seem easy in a market that I visit from time to time.  ...