I worked with many first-timers, especially people stationed at Keesler or the Navy Bases. Why not read all my responses as this question came up a few days ago. If you want a personal recommendation, visit my website or send me an e-mail. Good luck.
Pat provided some great advice and talking with agents will definately reveal their local knowledge. Trust and confidence in your Realtor's ability is imperative for a great working relationship. My business partner Joe and I work primarily in the Gulfport Area and are Military Relocation specialists. I have lived in the Orange Grove area of Gulfport for the past 8 years having relocated here myself from the UK. For local information about schools, amenites and activites in the area please feel free to visit our website at http://www.alliesinrealestate.com. I can also provide you with Neighborhood reports which include information about schools, places of worship, crime rates, etc for any area you may be interested in living.
I wish you every success in finding your first home
Coldwell Banker Alfonso
Coldwell Banker The Real Estate Shoppe