Good question. Pick one and stick to it. Some are easier psychologically than others. It is not a question of if a large level sigma event will happen but when it will happen and cause sellers severe pain. Some will make it, many will not.
A few years ago, as a result of sending in my phone number to an email offer, I ended up on the phone for half an hour or so with Mr. Ansbacher. I didn't take notes and didn't know as much about options then, as I do now but here is what I think I remember him saying. 1. You make over a million dollars a year, managing other people's money. 2. He used to work as a broker and never saw anybody consistently make money buying options. 3. He uses options on S&P500 futures since they have easier margin requirements than other S&P500 derivatives. 4. His methodology is simply, depending on which way the market is moving, sell naked calls or puts and get out fast if the trade goes against him. 5. He wrote one of the first books on option trading and still thinks it one of the best. I didn't open an account, but judging from his results, I probably should have.