Best way to evaluate the real estate market out of state?

[Travis P.]

I’m looking to purchase a rental property out of state and have it professionally managed. I have been doing research and reading books about rental property at a distance. My question is, How would a person gauge the market in a specific town? 
I have talked to a hand full of property management companies and they say that most of their rentals rent out quickly, less than a month. But their word aside, how would I find out for myself? 
thank you!