For trading in general, almost anything. For day trading: beans and crude (and natural gas nowdays) are prolly the most active of the physical commods. Gold is doable now also.
You can daytrade Bonds, Currencies, and Oil (crude, heating). You may find that some days these markets don't move much. Some days there is a nice wide tradable range and some days the markets go nowhere. If you don't mind holding positions overnight you can swing trade and get some good moves over a few days of trading. The overnight margins for these markets are much lower than the overnight margins for the stock index futures that were previously mentioned.