magnetics, power resistors, LF RF devices are interesting because.. often industry just can't get you something that much better then what you can make yourself (and they might just not, because try getting a e96 resistor value rated for 150W (hypothetical, probobly a pain).I know there are exceptions for everything (fancy wound square wire inductors for instance)..
I wonder if there is some kind of interesting application which is considered 'sane practice" (like winding a occasional inductor), and not a massive research project for every use.