You need to decide whether you want to live in an established, incorporated neighborhood with its resulting set of commie-level CC&R's, or purchase a piece of property outside of an incorporated neighborhood and blaze your own trail. A lot of builders will only build inside of established joints, and others won't build in them at all. It will likely be more expensive to build outside, because a lot of builders buy up "cheap" lots inside HOA's.
My preference is to either be outside an HOA, or find an older neighborhood where the HOA has long gone dormant and will never gain life again. I mean, once people gain their freedom, they never want to be shackled again!
Our current home is inside a 40 year-old neighborhood whose HOA dissolved about 20 years ago. There was a dude going around trying to convince people it needed to come back, and we pretty much shooed him off our porches.