I've personally found that while the adventurous stuff, wormholes, low-null sec, PVP, etc. can create amazing stories, I'm sick of investing and working at them and finally making a slight profit before finally getting hit with a fatal shot of bad luck (or lack of attention on my part) to wipe all that out simply isn't worth it.
I like the big ships with the big guns and making things blow up as much as the next person, but I've decided I'm investing in other things for the moment. I need a stable industrial base to help hold me up so that losing a fully fitted war machine isn't all that of a huge hit.
For the moment I'm investing in mining, as boring as it is, I have a decent history with it in this game and honestly, some of the most fun I've had was just chilling during an organized group mine. I'm also taking my first look at PI and I'm liking what I see. No, it's not the sort of bulk profit you see after a nice evening mining, or even an hour or two killing things, but it's a slow, steady trickle of money that's almost guaranteed. Between those two things, I hope to build up my funds and then I can start strutting around in ships that I would have no business being in at the moment.
Also, keep in mind, absolutely none of this prevents me from doing the things I'm already doing. I've already got a decent enough ship setup for up to level 3 missions and low level ratting. So if I ever get bored I can still blow things up. I'm just taking some time away from improving those in exchange for improving other things. Diversifying my assets if you will.