I haven't really settled on any one thing yet, though I've begun leaning toward consulting, with the goal of maybe owning a boutique firm someday. When I first started taking care of my prerequisites, I was dead-set on becoming a professor. Now, I'm moving away from there because I don't think I can get into top 15 schools and I've heard negative things about how academia has developed in the last few decades in terms of gaining tenure (the difficulty in gaining tenure being the more discouraging factor).
That said, I love applied quantitative studies and, especially, modeling. Modeling is of great interest to me and I would like to get extensive training in this area during my master's/PhD. On a side note, I'd like to avoid the 100-hour weeks that Wall Street guys have to put up with and am very interested in a work-life balance. I hope this doesn't make me sound like a heretic, but in many ways, work-life balance is actually a greater priority to me than finding the perfect fit career-wise.
I guess that sums up my goals, in response to OneArmedEcon.