Thriving in a Big City

Currently I live in a small town but I grew up in a big/major city. Now, I have the urge to return to the city life. I'm miss places being open late besides fast food/chain restaurants and Wal-Mart.  I miss the energy of people on the go. As I am preparing myself for a move, I have this big question looming over my head "How do artists live and thrive in big cities?" I'm really speaking about the cost of living. As I peruse places online, all I can see are $$$. I intend on staying with my current job and landing another position, and going hardcore at being a craftpreneur; however, I want to know if it's possible to have a thriving life if I were to be solely a craftpreneur. For any of you dear artists and craftpreneurs, I'm reaching out for help.