Thanks to the still-struggling Greek economy, rents are low and there’s plenty of vacant space. Artists love those things, and they’ve started arriving in Athens from elsewhere in Europe. What’s more, Documenta is holding part of this year’s events there, the first time the festival has left Kassel in Germany. On the other hand, there’s not much of a contemporary art culture there yet, and few collectors. Alastair Sooke pays the city a visit.