Creative Generalist has a great post on generalists as a market. Innovative Seed Media is certainly on the trail of this demographic with a line of web logs appealing those interested in the cutting edge of science and culture.
Like Steve, I'm not a fan of the descriptive term "Leonardos" (it strikes me as rather precious). But I believe, obviously, that the market for people interested in wide-ranging ideas is real. Read his post for more.