Run your own online bank
The new Prosper.com website is an online marketplace specializing in loans. Want to lend some money and capture the best interest rate possible? Can do. Want to request money in the form of a loan and take bids for the best terms and rate? Yup, it'll do that. You can set the interest rate, assess the risk, and run your own bank.
This idea has eBay-style potential written all over it...