Underwater welding (http://en.wikipedia.org/wiki/Hyperbaric_welding) and dive engineering are extremely lucrative, physically demanding and exciting jobs. A friend makes 6 figures and gets to travel to exotic places to boot.
But I actually think that there might be a middle ground that involves sports and engineering. Perhaps a product or service and a reason to jump on the startup train.
Besides the immediate risks of drowning and dismemberment, a lot of experienced commercial divers end up with chronic damage from repeated decompression and being in the water all the time. And in the long run it looks like human divers are increasingly being replaced by ROVs.