I work at R&D. For one thing, most of it is about the "D" part, that is, building things. You can't escape it. The primary goal of any commercial R&D department is to develop things that work (and that can be sold to customers in order to pay your salary). As Edison put it: 1 % inspiration and 99 % perspiration.
Then there's of course the rare "R" part, tinkering, which is quite enjoyable. The proportion between R and D certainly depends on the field and firm where you're working, but it's typical that making things that work (D) is the high priority, and trying to come up with something completely new (R) gets the remaining time, which may not be much.
I can only talk about myself, but if you're a decent programmer, you have a good chance of getting a R&D job via ordinary job interview. Look for firms that inspire you, and let them know about yourself. Don't ignore small, innovative firms; if you get to work at such, you can actually affect what they and you are doing (not so with giant corporations).
If you meant academic research, then it's definitely less work to first get the degree and then a job at the university than trying to do any meaningful research alone, without a degree, unless you're a genius.