I tend to think of New York, Nashville, and Austin as the three kings of live music.
New York: By far offers the most opportunities in both number and diversity but cutthroat as hell and the hardest to make any sort of impression at all. If you do make it here, though, well, you know what Sinatra said.
Nashville: Still a music mecca, but very saturated and relatively limited stylistically.
Austin: The coffeeshop-and-concert little bro is all grown up and making a name for himself. As weird as promised, for better or worse, depending on your tastes. A nice middleground between the two above, with more diversity than Nashville and more acceptance than New York.
LA: Scene to be seen, in my opinion.
No clue on Boston. Chicago is trying and has taken big swings with Lolla and P4k, but there just isn't the same scale or diversity as some of the other major players.