I have traded stocks, options and futures. They all have their own merits, but personally, I prefer to trade index futures, specifically the Dow eminis and the S&P eminis. You get many good trading opportunities every day and the high margin is a great thing when you learn how to manage your money and your risk. The index futures are also electronic and on a FIFO basis so you don't have to worry about market makers like I did when trading a lot of shares of stocks. My recommendation is to try different instruments and see what you like the best.