Is it better to buy your first property in state or out of state?

[Elizabeth Lewis]

Feeling like the market where I live is moving so fast and its hard to get a property. But finding that the market in the state I used to live in is moving slower and has a lot of individuals trying to rent. Anyone find it easier to rent where you live or easier to rent out of state? This will also be my first time buying a home and feel I should stay in state for that. Just want to hear what other people have or are doing on this topic.