The wheat contract on the KCBoT is the most important US type and has decent volume (4 to 6K a day usually). That particular market is really dominated by professionals (hedgers with commercial interest). I think that any time you can gain a unique and valid perspective about the market then you are certainly not going to be hurt by it. Trading on the floor of the exchange you also quickly get a feel for who is winning and who is not. It gives you the opportunity to observe how a proven winners (and losers) go about their business on a minute by minute basis. This too will definatly help you in the long run, even if you did not stay on the floor.
Brandon