* consumer products
* AI as a service, like more advanced search engines
* AI for businesses, like data analysis
Of these, my favorite is AI as a service, because for a lot of reasons I believe that will be first kind of AI to be very disruptive (primarily, if you do it as a service you will have access to more computational power, and thus could do more sophisticated AI).
I am actually somewhat interested in finance, so a hedge fund would be great if it somehow involved AI. However, I believe that fractional reserve banking is fraudulent, so if the hedge fund is part of a bank, I would probably not be interested (and they probably wouldn't hire me, since I've written articles in public about this).
I live in the midwest now, but I'd be willing to live pretty much anywhere in the developed world.