which state is best to invest in..

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I am an American citizen living in Greece, looking to invest in the US.  We have some money put aside and are looking to create some passive income for retirement. I am from MI and thought about investing there, considering there are alot of affordable homes. But then began thinking about CA, but found it a bit too expensive... my son lives there.  Now, I am looking into AZ or OR.  Any suggestions would be helpful.