Personally I'm probably going to stick primarily to industry, though I think helping the supply chain to feed warmongers might be a bit fun - that and I know for a fact I'll be constantly earning money in that route! On the other hand...setting up the foundations for a colony would also be pretty fun too...maybe even exploration could be nice.
I've just had enough of constant war, I've been dealing with that pretty exclusively for the past 6 years and I think it's time for me to be a carebear.