I believe online gaming pays the most commissions but the truth is if you are going to do a site on the side for a hobby and/or extra income it better be something you are passionate about. Actually I know of some affiliate managers who had/have their own gaming site and it probably helped them get the job. If someone needs to learn about this aspect of the business I tell them they need to make their own site, signup to all the programs and try it for themselves just to see both sides.
John