i think forex is a good way to go but i would do micro lots.. the reason i would say forex is because it's open 24 hours a day, almost 6 days a week. also it gives you the opportunity to learn how to put in trades, get a feel for real life movements, psychology, etc and you can start with a small account. another perk is you can open a virtual forex account without having to put capital down which can help you learn as well.

i prefer to trade options but you're going to shell out a pretty penny per contract unless you're going out the money then the commission vs the cost of the contract may be a turn off