I think NYC would be the best place because once you earn your bones there you can game anywhere. There's also infinite opportunity for trial and error since there's endless girls and the city is just so damn big that it's not like you gotta worry about a rep or anything.
As for living outside of Manhattan to save $, it's doable. Like Williamsburg is very close to Manhattan so to save bread you can just ride the train into the city (East Village, Union Square, etc) for like $2-3 when you go out at night. Then when you close on a chick, either go back to her place (assuming she's close by or in the city) or cab it back to your place, which isn't expensive or far at all if you live in Williamsburg. So even though you don't have to live in Manhattan, it's definitely favorable for logistics. You have the most options for girls and venues there. But you can still hack it living in the closer parts of Brooklyn (Williamsburg, BK Heights, Park Slope, etc). You also have tons of hipster bars in Williamsburg when you just want to go out on a chill night and find some chicks for the night with little effort.
As for living outside of Manhattan to save $, it's doable. Like Williamsburg is very close to Manhattan so to save bread you can just ride the train into the city (East Village, Union Square, etc) for like $2-3 when you go out at night. Then when you close on a chick, either go back to her place (assuming she's close by or in the city) or cab it back to your place, which isn't expensive or far at all if you live in Williamsburg. So even though you don't have to live in Manhattan, it's definitely favorable for logistics. You have the most options for girls and venues there. But you can still hack it living in the closer parts of Brooklyn (Williamsburg, BK Heights, Park Slope, etc). You also have tons of hipster bars in Williamsburg when you just want to go out on a chill night and find some chicks for the night with little effort.