The idea of "having a company" is a bit unsavory to me, but as much as I like working in research, I don't like not having complete inventive freedom. My idea with Sky's Edge is that I could make whatever I feel like making, as long as those things can be developed as viable products to fund the whole endeavor.
I work with people who feel constrained by work in a formal research environment (I work at a national lab), and I've often daydreamed of making my own lab where people can work on whatever they want to. I think that kind of unfettered creativity always wins. But where does the money come from? Well, open source product development... either as a direct outcome of inventiveness, or as a side-effort to fund unmarketable but otherwise remarkable ideas. Perhaps Sky's Edge could even morph into a kind of open source collective.
I'm not alone. Marcin Jakubowski has already come to the same conclusions and has done a lot to enhance these ideas. He has a great TED talk here, and has started Open Source Ecology, the mission of which is to further the idea that closed-source product development should be a thing of the past.