Here are more writers who actively perused the visual arts as well.
O. Henry illustrated his stories with cartoons.
Thomas Hardy as a teen exploited his drawing skills to apprentice himself to an architect, and worked for architects into his 20's making drawings and watercolors.
Henry Miller established a routine that allowed him to get to "the treat of painting" in the hour or two before dinner. A collection of his watercolors can be found in Paint as You Like and Die Happy.