Eventually Stevens struck out on his own, delivering a solo album, Atomic Playboys.
Of course, this was still the 80's (if the tail end), and so Stevens' (and his singer's) hair extensions are among the most extreme known to man. His solo here also includes a fair bit of masturbatory speaker-writhing. Still, if you check out the lyrics to said album, they're quite interesting, more literary than most rock songwriters. The album cover, shown at the beginning of the video, was done by H.R. Giger, of Alien fame.
In later years Stevens has apparently put out some fine instrumental music. I ran across this video of him performing flamenco, and was quite impressed.
(Also, that looks a little more like his real hair.)
Just goes to show the 80's were not all sleaze and greed, folks.