Why go to theoretical computer science/research?
I can relate my reasons as an undergraduate applying to TCS graduate programs this upcoming Winter (so little time left!).


There's the beauty. This isn't something I can explain (and have witnessed other mathematicians failing to explain). It's like "yellow." If you haven't seen it, I'm not sure I could communicate to you what it is. But since you've become interested in theory, I suppose maybe you do experience it.
There's universality. Universality beyond the Church-Turing Thesis. TCS at it's core investigates high level and low level phenomena in information - it's the "physics" of information. And since information is qualitatively atomic, information theory does have things to say about physics (my QM professor has specifically told me he loves information theory). All of this being said, it's somewhere between Pure Math and Engineering. It has the capability and flexibility to contribute directly to both, and to be contributed to directly by both. Still, it fights on its own frontier.
There's the scope. This was hinted at in the previous bullet. Informatics finds its way into many different applications - stuff everyone from the DHD to startups are interested in. You won't find yourself as starving for funding like Pure Mathematics. (You'll still always find yourself starving for funding.)
There's the challenge. Take a look at a list of open problems in Theoretical Computer Science (and pursue an understanding of them to the end of inquiry). They are very hard - here are some reasons why. We really don't understand TCS - most of our proofs boil down to mounting evidence. There's just so much work left to do!