If you feel as you must ask yourself this question, the answer is probably no. When you're saturated, you're saturated. When you're not, you live somewhere in North Dakota. That's what this new study, by Americans for the Arts, tells us. For a little preview, here's the top eleven:

# of Arts Related businesses, per capita:
1: Seattle
2: San Fransisco
3: Los Angeles
4: Denver
5: Dallas
6: New York
7: Atlanta
8: San Diego
9: Miami
10: Houston
11: Minneapolis

There's an extra pdf which ranks the states. (linked from the study) North Carolina is numero 13.

For the numbers (which only deal with arts-related businesses, whatever that means) see the study.