I'm increasingly less sure what I want to do once I finish up my Ph. D. I started it because I wanted to be able to do research. But the more time I spend in academia the more I realize that academia is where innovative research goes to die. I look at how my advisor spends her time, and most of it seems to be administrative stuff rather than anything interesting. Furthermore, professorships are few and far between, and I drew the short straw on several things in grad school, so I doubt I'll stand out from the crowd enough to count on landing one. Conversely, the stuff I'm doing now is interesting but I doubt there's any immediate industry appeal for it. (Although I'm pretty sure I could angle myself into a position doing semi-related research.) I was hoping to land a basic research position at some national lab, but it seems that those won't be exactly plentiful in a few years' time either. Otherwise, research seems to be going better than it did in 2016 (i.e. I am actually able to spend time on it).
From where I'm standing, R&D in a company is a good place for your ambition, especially if the company's of the freer culture, like Valve or Google (where you get to/have to spend X% of your time on side projects). Google X sounds like something for long-term research, if that's what you want. Then again, you can be your own R&D and build something to sell, earning yourself the finance and pleasure at the same time. As for national laboratories... Have you thought of working abroad - say, in Europe? I'm sure people there would appreciate having a Ph.D. with a different perspective on things.