I would be super careful with out-of-state properties with the exception of when you can get them for a steal and when you are fairly positive they will appreciate.
Otherwise, while some out-of-state properties look like they are cash-flowing well when all the counting is done after a few years the inefficient things will bury you e.g. the additional cost for property management, the inefficient management by management companies, the fact that management companies don't visit your property enough to know the tenant turned your property into an animal rescue center, etc.
As for whether SFR or multi-units are better, I find that multi-unit properties always have the best ROI. I live in Los Angeles and own several SFR properties in Las Vegas. When a tenant moves and this is myself doing the work with one or two workers, my cost to paint a SFR, replace carpets, repair plumbing, clean the yard, trim trees, haul trash to the dump, etc. is $6,000 to $8,000. I had to clean and get a property ready to sell in Idaho and my cost was $18,000. I had to paint the entire inside, outside, replace 3 broken bathroom sinks, reface the kitchen cabinets, trim trees, install a new stove and dishwasher and it took myself and one employee 13 day and we worked 12 hours every day.
As for multi-unit properties, they cost less per unit, often get the same or more for rent than SFR's, we don't have to trim trees and clean yards every time a tenant moves, we always have tile floors and never replace carpets, we are always finished withing 3 days and our average cost to make an apartment look like it was just built is less than $3,000 and usually no more than $2,000.
Believe me when I say it is like walking into a nightmare when we first walk into a 3 to 5 bedroom SFR just after a tenant moves out. Some of the properties we own have 20-ft high ceilings. The cost to replace the carpets in one SFR we did a few weeks ago was $4800 and I buy medium grade carpets.
One more thing I don't like about SFR is it takes a serious amount of time to visit every property scattered all over the place and you can visit more units at the same time with multi-unit properties. This time-saving is serious to know which tenants just moved in two large dobermans, or which tenants moved in 5 friends with vehicles pouring gallons of motor oil in your driveway.
I spend most of my life crunching numbers to get the highest ROI. Generally (not always), the only time a SFR will beat a multi-unit is if the SFR appreciates, significantly, or if you purchased the property for a low price and the rent is high.
We have a lot of SFR properties because we purchase them for 30 cents on the dollar at auctions in 2008. They more than doubled in price in the past 12 years. Starting a few months ago, I crunched the numbers and the cost to clean them has been so high I sent every tenant a notice telling them that I am selling the properties. So far, 5 tenants moved out and I cleaned the houses and sold all 5 of them. I am waiting for the rest of the tenants to move and I am selling every out-of-state SFR.
The prices for SFR and multi-unit properties in California are super high, but for the money I get from every property I sell in Las Vegas I can purchase a single unit in a multi-unit property for about $250k to $300k and I can actually get more rent for a 2-bedroom apartment than I was getting for a 5-bedroom house in Las Vegas. Believe-it-or-not, my beautiful 5-bedroom house in Las Vegas has a maximum rent of $1,350 and sale price of the house was $280k. A 2-bedroom apartment in Los Angeles costs about $250k to $300k and rents for $1,900 to $2,100. So, even though California has some of the highest prices in the country, California still has the most-profitable investments.