General:
* A group of artists
* A body of artists
* A company of artists
* A fellowship of artists
* An ensemble of artists
Specific to the art form:
* A band of musicians
* A troupe of actors
* A chorus of singers
* A team of dancers
* A league of painters
* A guild of sculptors
Ultimately, the best collective noun will depend on the specific type of artists and the context in which you're using it.