As a serious response, most cities have art galleries that have work by local artists. A lot of them have work space for local artists inside of the gallery itself, so you can even see the works in progress. Depending on medium, popularity, etc, works will cost you as little as $50. It is usually possible to find good stuff (especially signed and limited prints) for $200-$300. Unless you are absolutely rolling in cash, buying authentic “big name” pieces is just out of the question.[/quote]
I second this. NYC and SF tend to be the best bets if you can make it to either, although you can make do in any large city. Like Neph said, depending on what it is you’re exactly looking for, the price range can vary greatly (if you’re looking for a popular name, be prepared to shell out somewhere in the neighborhood of $4g or more).
Do some Google searches and look into it as most of the decent galleries have web sites that give you an idea of what they sell. Many of them have fairly extensive artist lists with samples of their work so you can get an idea of who’s work appeals to you most.