First Property, Retail, Auction or Foreclosure

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Hello all, been researching a lot and wanted to get everybody advice on what they feel how the first property should be purchased. 

From what I understand there is 3 ways to purchase a home, Retail which is through a real estate agent and MLS, Auction through sites like huzbu and auction.com but require more legwork on title search, (which I would love to learn) and pre-foreclosure or short sale which is submitting and offer through to the bank.