Being a consultant is the first thing that comes to mind. You pick your projects, set your price, and customers tend to appreciate you more than a boss would his employees (outlying companies aside).
I actually agree and thought this originally. But I think it would involve more politics than what I'd feel like putting up with. However I think consulting is a really good business to transition into organically, from simply helping out multiple different organizations then just end up building a career out of it. Plus I think having founded a successful company or two (that's more innovative than not) is a good prerequisite.