Yes, there are still artists who choose to live in spaces without heat. Folks like the six recent college grads with a makeshift stage in their Baltimore factory space. The young novelist in Pittsburgh who runs a (cold) writers’ colony in two old clapboard houses. The well-established 56-year-old sculptor who’s spent 30 years in an unheated Lower East Side loft. The science writer with a one-room house in Western New York with a wood stove and no running water.