Stocks are interesting because the price action is pretty smooth,the volume data, and of course the controlling stake;when i have the money for that
But the breakouts can't be avoided in any case.
The currency market is too much tempting with its high leverage,24 hours action ,high liquidity,fewer markets to follow and normally any of the major pairs won't crash instantly unlike the stock bubble.
The Insurance Arbitrage market is also immensely profitable,but need to start an investment & holding firm for that
Options,hmm the learning curve is higher and need more capital.
All of the above has their own negative/other sides too like the astronomical leverage,personal styles,mind set and all.