I don't think article sites are that lucrative tbh, just so many of them and they all use the same content in the first place (it's like tutorial sites). You can only generate income from advertisers, in order to make anything half decent you would need to be on a level like good-tutorials.com, the leader in it's field, and even that site probably doesn't make more than 3k/month.
Forums are profitable if you target a niche and really build a strong community up, although they definitly aren't easy to do and take a HUGE amount of effort/work/time. Look at WHT, thats a forum at the top of its game and that makes alot of money every month.
Shopping sites, dropshippers/wholesale etc would be pretty profitable in theory but you would need constant advertising and such to promote your products. I wouldn't bother with that unless you had a decent markup (100%+) and owned a unique product that you couldn't get anywhere else. The bigger sites will just steal your business.
I think one of the most luctrative sites right now are the "freeipods.com" type of sites, unique ideas where the appeal is to a mass market, something where you get an expensive item for free by completing a referal or affiliate scheme. Without a doubt, online gambling/casinos is the best business to be in, takes alot of money though!