Before I get on my soapbox, I need to say that what place works for you is a very individual decision. Different things might appeal to different people and it can be good to get a feel for different cities before making a choice.
Having said that . . .
I love living in Cardiff!! I make enough to cover all of our expenses right now (DH has gone back to get his masters degree and is studying hard, so we are supporting both of us on my income and doing just fine--we have a mortgage, not just rent, grad school tuition, utilities, council tax, etc and are able to cover it--by the way, since you asked, VAT is added before pricetags go up, so what you see is what you get on the costs).
Really, when you describe the things you are looking for, I couldn't help but think that Cardiff was ideal for you. I love going to the BBC National Orchestra of Wales (the biggest of several symphony orchestras). The Welsh National Opera is first class. There are tons of arts venues around here. It is a country that isn't afraid of supporting the arts and has a long history of musical strength. Here's some links to arts venues in Cardiff, but there are many more orchestras, choruses, etc:
http://www.bbc.co.uk/wales/now/http://www.stdavidshallcardiff.co.uk/english/index.asphttp://www.wmc.org.uk/http://www.newtheatrecardiff.co.uk/english/index.aspIt's a nice blend for me to live here. It's small enough to still have community feel, but large enough to have a good cultural life. Really, I've been very happy and had no problems supporting myself here. I live right in central Cardiff, but find it very easy to get out into the country or mountains if I need to get away. The people are friendly and kind. There is an international airport. It's not bad, but I don't really use it for flights from the States as it's usually cheaper to go through Gatwick or Heathrow and just catch a coach back into town. For UK or European flights I will either fly from Cardiff or from Bristol. I've seen really cheap flights all around Europe, so you can travel easily.
Best of luck making choices. Feel free to PM if you have questions.