Hah, I've considered making a company doing research, paying myself a big salary, letting the company fail then using the big salary money as a sort of mini reesearch endowment to finish the research. I know the research wouldn't get done fast enough for the VC types to be happy, but if I could save enough money and disappear enough equipment when it all fell apart I might have enough to sustain the research.

Maybe make the building and the research company separate entities let the research company fail but use the money it paid in rent to have a lab. Could even rent out lab space to other companies to fund my own research. Unfortunately, building buildings in areas where research labs tend to be is expensive as hell, and at a certain point the effort becomes more realty management than science.