Hi there, I"ve been in Raleigh for about a year now and I think there is a ton to do here, though you do have to go looking for it. I live right in downtown which I highly recommend or at least close by. You will pay more but it is so worth it to be close to everything.
I don't know much about Durham, but of the 2, Raleigh is the bigger city.
And they have at least 2 live jazz clubs, I know the owners of one:
Amra's on Glenwood Ave.
Feel free to email me at:
toniaz@gmail.com if you have any other questions.