Improv theater. Most theaters, even in smaller areas, require 3 or 4 classes before you can audition for a team. The classes usually run around $200-$300 a pop. Once you're on a team, you're required to pay for a coach and sometimes a practice venue. Smaller markets are easier to get onto a team than bigger markets, but there's generally a lower ceiling. Those that are really serious usually move to New York, Chicago, or LA for a chance to do it professionally, which very few people get to do.