Since you are interested in game theory, one area you could consider is "Algorithmic Game Theory" (basically Algorithm Design + Game Theory) It is a now a fairly hot area in theoretical computer science but still seems relatively approachable to an undergraduate with knowledge of game theory. If you can find someone willing/able to mentor you in this area I think there is good potential for a productive experience.
There is a free textbook online and the blog of Noam Nisan (a leader in the field) is a good place to follow the latest developments.
