so - you're looking to make a site and sell links on it? and you're not sure which industry to use? I don't think that there's a clear answer there... some people buy links and some don't. BUT - people are buying links less and less, as search engines are becoming more aware of these schemes, and they're becoming more and more likely to find sites with paid links and penalize them.
your question is really hard to answer, every industruy can make you earn big money if you can do well. You just focus on what you know well and do it.
All websites need links so if your site is good enough you'll get people wanting to buy links from you no matter what niche you're in.
Depends on the need, every industry do buy links, it's hard to judge which industry purchase links the most, as prescriptionglasses said, just focus on what you know best and improve the quality of your site. Then, you'll see the link buyers coming in.
I don't think so it would be better idea, try to do something different anyway it's my advice for you,