Brainstorming is not the route to go unless you also believe buying a lottery ticket will pay your rent this month (i.e. they are both foolish). One way to identify an under-served niche is to consult - thereby helping clients solve problems. Sometimes you can be the 1st to solve a problem in a unique way, or at least become knowledgeable about a niche you didn't know existed, and have someone to learn from (client). Without a deep understanding of a niche you won't be able to spot opportunities as well as understanding the customer.
