I think of the things you mention, film effects will probably be the most competitive, but also the most rewarding. I've also worked a bit on CUDA and nvidia specific stuff, which is fun, but I can't find a way to apply it where I collect a paycheck. There is HPC and data intensive work here, but it's mostly Java/Hadoop and R, nothing extremely high performance.
I've never tried applying to JPL/NASA, so I can't speak to that. I'm sure a competent, professional and experienced engineer can find a place there and get paid decently.
The work done around high energy particle physics and cosmology seems to be mostly done by PhDs and reams upon reams of grad students working their way up in the world of academics. But there are/must be engineers there too. Scientists can't be bothered to do ALL the programming, so often the details need to be handled by engineers. But physics is under the realm of the DOE in the US. So eventually in many interesting fields you find yourself working basically under grants from the DOE or DARPA. Nothing wrong with that from my perspective.
I live in Chicago, and I've told the recruiters "No web or financial stuff", because I'm bored to the point of distraction by web/finance. There's basically nothing else here unless I go to the DOE at Argonne, if I'm qualified.
I'd look into film effects, physical/environmental modeling, alternative energy, private space/aero companies, CAD software development. Especially if you want to do more with CUDA.
A couple of interesting interactive demos using Processing or CUDA would get the film people interested.