I was just talking to an architect about this.

That is a deadly combination.What you are trying to do is viable, but you need a team of experts in place first, Real Estate agent, inspector, insurance broker, architect, property manager, lender, contractor. 

Other investors, lenders, contractors, real estate agents, title companies, designers, and architects.2.

You are far better off assembling a team consisting of a land use and zoning attorney, civil engineer and architect who are experts in the market where you want to build. 

I assume you will need an architect and engineer to get your set of plans going?

Does the agent have a relationship with architects and/or attorneys5.

The first decision in my flow is picking Scottsdale, AZ as my location because that is where I live, that is where my contractors live, that is where my realtors live, that is where my lenders live, that is where my designers live, that is where my architect lives.

This might be your Architects problem.2) Finalize house plans3) Get builder/GC bids4) Estimate soft and other cost not included in builder/GC bids5) Select bank for construction loan6) As part of the construction loan approval, they bank will require a pre-construction appraisal (the estimated value at completion based on plans) and plot plan.7) Once the construction loan is finalized/approved, execute construction contract with builder/GC.8) Apply and receive building permits (hopefully your work on step 1 make this process smooth)9) Build house (This is a huge task, but since you did not break it down, I wont either).10) Finalize construction, receive certificate of occupancy11) Get final utilities installed/connected.12) Market for rent13) Select mortgage broker/bank for permanent financing14) Apply for permanent financing, which will include the final appraisal15) Close permanent financing.16) Done.You mentioned cash out refinance, but this may not be what you meant.

When should getting an architect envolved be a "no brainer"?

Contractors I have contacted have usually been reluctant to give estimates unless I have the architect plans in hand, which I can understand.