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It's not that easy anymore. For stand up comedy go to the comedy clubs. You never know whose in the audience. For drama, acting, singing, go to the right schools...Yale drama, Juilliard, etc. There you will not only refine your art, you will get the right exposure. If you're super talented, you'll find out pretty fast. If you're not, that to will come to light.
In the entertainment field, talent is important...but so is luck.