We want to purchase a property to begin building our rental portfolio but are unsure of the best approach.We live in Sonoma County, California, and I work in Healdsburg.

If you live in Cleveland (a cash-flowing market), I wouldn't look OOS at another pretty similar market.

I’ve been starting my research by seeing what is being bought and what is on the market, and live nearby so would like to check out neighborhoods, but am wondering which neighborhoods I should invest in?

I have a client that lives in Hawaii but owns a property in DC area.

I'd highly recommend house hacking in your local market since you're in one of the highest cost of living areas in the US, especially if you're renting currently and planning on staying in the area for 5-10 years.It sounds sexy to go out and invest out of state for your first property.

Keep in mind, everyone needs a place to live in landlords provide a service of providing those places and keeping them in good shape, updating it, etc.  

Or paying off my debt, while I provide them with a nice house to live in instead of an apartment. 

Foreign citizen currently living in Miami.Any recommendations in general?

Use tools like the VA loan for house hacking and your Basic Allowance for Housing (BAH) to cover living costs while building equity.

I currently live in WA state and invest out of state for buy and holds.