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The nearest and cheapest, if you’re not already there. Baltimore, Pitttsburg, Boston, Chicago. New York is too crowded and your chances of falling into serious debt, addiction, depression or prostitution are far too likely.
Use your retail/restaurant experience to get a job and your drop-out street cred to get some friends/roommates. In the city, you’ll cultivate your angst and get plenty of fodder for your art.