Boulder, Colorado. Flagstaff, Arizona (there was an episode of The Dead Files where they investigated a bunch of stores and the Chamber of Commerce was very supportive). Portland, Oregon. Most places in southern California. Salem, Massachusetts. Savannah, Georgia.
If you are actually going to set up a business, pay attention to local laws. Some places outlaw “fortune telling” so you have to include a statement that either your services (1) do not involve telling the future, and/or (2) “are for entertainment purposes only.” Some places require psychics to be licensed (because, at least on the east coast, there are a lot of “palm readers” that are fronts for criminal activities). You can also rely on the US Constitution’s First Amendment, which protects freedom of/from religion (among other things). Contrary to what some Americans think, everyone physically present in the US has the same constitutional rights; they are not limited to American citizens. (Caveat: there can be exceptions, especially at the borders, which includes airports. But none of those exceptions should apply to doing business as a medium.)
Source: I’m a lawyer, my wife is an energy worker, and we live in one of the places that requires psychics to be licensed. I set up her business to be compliant with state and local laws.
Edited because I managed to hit post while sneezing and I wasn’t done typing.