A few who turned to acting:

Mick Jagger
Mariah Carey
Snoop Dogg
Mark Wahlberg
Lady Gaga
Tom Waits
Debbie Harry
David Bowie
......to name just a few

Others who changed careers:

Mark Feehily (Westlife) became a caterer
Alannah Currie (Thompson Twins) works as an upholsterer
Cindy Birdsong (Supremes) became a nurse
Zia McCabe of the Dandy Warhols is an estate agent
JB Gill (JLS) has become a farmer

.....the list goes on....