Great ideas! And, good for you for even considering starting your own business. Many dream of doing so, but few are brave enough to take the risk. GO FOR IT! What few realize is that there's no real security in their current job either!
Being familiar with self-employment, government grants and the rural setting in which you would be setting up shop, I also vote for the skate rink.
We have a place that opened here called Jellybeans. The other roller rink had been taken over by thugs, and wasn't a pleasant or safe place to take ones kids. Jellybeans is set up to be a safe place. They encourage parents to drop off and have a night out while the kids skate. They have a number system for kids to be picked up, so they know the kids are leaving with the right person, etc.
A government grant is near impossible to obtain and can take enourmous amounts of time and money to get. Most people / org.s that get grants have grant writers that cost a lot of money to hire, and with no guarantee you'll get a grant. Following the rules and requirements for each grant, even if you found one that fit what you want to do, is HARD! Most federal grant money is actually given to states. States then distribute to individuals, organizations or to counties depending on the purpose of the money.
Having said all of that, and given the number of churches in your area... This is what I would do if I were you.
1. Write your business proposal. Here's a sample outline that helps in focusing on details.
http://www.ntia.doc.gov/opadhome/mtdpweb/busplano.htm You can search "business plan" for other examples.
2. Brainstorm on what you want to offer the community and how it will benefit them. How can you get them involved? You may be able to take your proposal to your local / county / or state government and have a better chance of getting grant support. However, most grants have binding requirements that again can be hard to meet and time consuming to comply with. So, why not take your proposal to the churches? Local school board / PTA? Local businesses?
Think outside the box. Businesses could pay for advertising on the rink walls, or sponsor activities. (ie. video rental store could have one night per month to show a movie at the rink. You keep the proceeds. They get to use your space to promote their business and advertise other movies they rent that are similar to the one being shown.)
You could partner with the PTA in a fundraiser. Offer them a coupon book to sell that has coupons the kids can use at the rink. Make the coupons for things like a free small drink, half price admit, one time free skate rental, etc. If all of the coupons will end up costing you $7 when redeemed (actual cost, but has a $20 retail value) then have them sell the coupon book for $20 and the PTA keeps $10. You get $3.00 PLUS all of the other money you know the kids will spend when they get there.
Promote your business to the churches. Ask if they would be interested in sponsoring a once a month "Holy Rollers" night or something catchy but not offensive. They could skate to Christian music - there are tons of new young Christian bands with hip sound / clean lyrics that the kids and parents love.
Go to your local city or county officials and find out if there is any funding available for promotion of youth, recreation, health, or any other targets that might apply. Sometimes the grant monies or designated funds are fairly specific so you might have to ask in general terms and keep getting more specific until perhaps some form of funding might fit your proposal. If not, find out what is available and see if you can make your proposal fit that grant / money.
Those are a few ideas to toss around. Will check back later with more.