I am interested in learning more about different markets in Arizona (Phoenix, Tucson, and surrounding areas). 

Programs that market themselves as shortcuts often cannot replace the depth of understanding that comes from study, experience, and engagement with the legal framework surrounding real estate.Consider taking time to familiarize yourself with local laws and regulations.

Given your residency limits, the high prices in NYC and surrounding areas are a challenge, but there are still options in neighborhoods further out within your allowed range, like parts of Queens, Brooklyn, and the Bronx.

I started investing in rental properties in the Scranton area around  6 months ago, and I also just started doing Fix & Flips in the surrounding areas Olyphant, and Taylor, Old Forge. and I would love to ask if you are doing in this area please share your success stories in that area, I am really curious if people have seen success in this cheap market, and let's help each other with info,  I would love to hear from you, and help you with the knowledge that I gathered in this 6 months.Thank you  I would love to hear from you.

Is there any surrounding area specifically that you think could be the best option ?

You are correct that insulation is almost certainly a bigger bang for the buck in a heating climate.

Only tankless water heaters, extra insulation, heating/cooling, etc....

ya were we live ( personal resi) we have humungus doug fir trees 100 plus fee tall basically surrounding out lot and if one of those falls on your house it can destroy the house and if your really unlucky it can squash you..

Is it on a busy commercial street or surrounded by other non residential uses?

I got a quote for 8K sft retail from a construction company for around $120/sft, this includes site prep, utilities, metal building erection, exterior finishes, interior insulation etc (basically build the shell from scratch).