switching career - application development to problem solving

I am an experienced developer working on microsoft technologies (dot net and application development). I have been pondering the idea of switching careers since the work we get back here is usually not so great. Typically maintenance work and rarely any kind of problem solving stuff. I really like the idea of solving problems and i have a natural inclination towards it and i keep coming back to this. Given a choice between some application development task and some problem solving task, I will pick the latter any day hands down.
I believe and I know my natural skills are inclined towards it.

Here comes the But,
Unfortunately for me, I have not been exposed much into this world except from typical academics perspective. Neither am I aware of what kind of work exists (if at all there is a need out there in the market for mainly problem solving skills rather than typical application development).

I am willing to put some effort into this. I have recently purchased a copy of 'Algorithm design manual by Skiena'. The time & effort that I invest into this, I could instead learn WPF and could see some decent application development come my way, rather than just maintenance.

So for a start, Am trying to get an idea of what is the market demand for Problem solving skills and the supply of such talent. Not sure if it's a good idea to invest time here and then find out that the market demand is well, average.
Or worse, that the market is looking for "out of the box" problem solving skills (Imagine I spend a lot of time and then find out that I don't fit the bill).
If market demand is decent enough then, What kind of work could come my way and What kind of initial effort is necessary to get started.

Basically am fishing around to check out what the perspective of experienced and knowledgeable developers could be like for my queries.