There's no "I/O" in "Team"
"There are a lot of $20k-$200k problems out there to solve that are not worth it for a company of any size to even touch." -- Snoonan
So if you're a lone wolf, go after those ideas. It won't be easy though. You'll miss the emotional stability that comes from sharing struggles and victories. You'll miss brainstorming. You'll miss having the guy next to you passionately pitch you on his new piece of architecture, and most of all, you'll miss pair programming.
Despite this, there's a serious efficiency upside:
"When you're a team of one, your I/O bandwidth is almost infinite. It's all in your brain, so you don't have to explain anything, write anything down, have meetings, draw on whiteboards, etc. Your available time to work collapses down to solving specific business problems with every line of code or web page update. Imagine a case where you never have to compromise, argue, make brain dead concessions or spend resources on proving your position. Assuming you are right, and have a good head for business, marketing and writing half-way decent code, you can solve a small problem very efficiently." -- Snoonan