This 5 minute interview with performance artist Penny Arcade is well worth a click.
Here's the "money" quote, in case you're too busy:
"For an artist like me, the times have always been lean. I do not receive grants that even people who have created work for five years receive. I do not depend on people to give me money to make my work. I make it anyway. When I am not given theater space, I rent an empty hall. I create work that the public wants to see whether or not I am in favor with arts administration. I create theater to break down self isolation and to assuage sorrow. That is never out of style. Be pro-active. Never take no for an answer. Accept full responsibility for yourself and your work."