Effect of urbanization on weather events
I did my undergraduate capstone on observational moisture changes around cities.  It's an interesting field, though it certainly seems fairly challenging to draw out and explain changes given the incredible spatial and temporal variability.  So that's definitely one of the challenges to it.  Another is the current observational density, as there are very few micronets setup and satellite resolution probably isn't helpful to diagnose variations on small time/distance scales.

But, while it definitely doesn't have near the attention (or money) that climate modeling itself does, there are a few sharp folks working in the field at least.  From my experience, having dabbled on the topic but having incomplete research familiarity particularly over the past decade, it would seem that theoretical microscale modelling might be the most fruitful research direction.  Computing power and models continue to step up, and there's much better room for experimentation.  But then, it'll still be very hard to demonstrate that those idealized simulations match reality, and impacts to connect changes definitively to theory/causes.

Indeed, if somehow sharp links can be made that are powerfully convincing, then work could be directed into reshaping urban planning to address such changes.