when I have weighed out where I want to be $$ from trading and considering commissions etc etc...futures always wins over options and forex...cannot really speak for stocks as only traded stocks once...a penny stock that never 'hit it'...I really like the 'security' of trading on regulated exchanges as opposed to 'non commission, we are compensated in the bid/ask spread' forex brokerages...just my personal preference.
Also, futures overs the most variety of contracts to trade...but, I know I need to become a 'master of one', rather than 'acquaintance of many'...hmmm