I'm not sure why this has never occured to me before, but people do research about the video game industry all the time. Only recently when I found out that one of my professors was interested in beginning a research study on MMOs and college gamers, did I realize that conducting that type of research would be fun and interesting for me. (I know, I have a weird concept of fun)
I remember doing a project on Nintendo in grade 6, just thinking about it, I remember having so much fun collecting all the Super Mario images and writing up my project on the various Koopas. My geekiness started early.
I also really enjoy psychology, and to be able to analyze that part of the industry as well would be very cool. I think it would be nice if women had more visibility, this could be my way of getting us female gamers noticed.