yes, it can be done and usually is a lot more fun.
almost every town, city i know has an art festival/show at least once a year. Local artists as well as out of state come bringing their works to sell at pretty reasonable prices. Check out your city's website or chanber of commerce for days.
also, if you have a college or university that is somewhat close, they will have annual art shows/sales showcasing students works.
i have also seen local coffee houses showing local art as well that is for sale. key is to keep a look out all the time, you will find some great stuff at unexepcted moments and places!