Then ~6 years ago I tried starting a startup, working for startups, but as Kay points out that's not a great place to do research either. Really, you need to be ruthlessly market- and production-focused.
So I guess my first two guesses for where I could do my own research were wrong. My new theory: The best place to do research is in your garage.
Let's see if I still feel the same way 6 years from now.