Although I am best known for doing business as an Affiliate marketer, the most lucrative way to do business on the Internet is to sell your own product.
It's fairly straightforward. You develop a product, and you keep all the income.
Information products are both the best-selling products on the 'Net and enjoy the best Profit margins.
They cost virtually nothing to develop and entail no storage or shipping costs.
And before you think 'I'm not a writer, so that's not for me', I know of a few tutorials that can prove that everyone has knowledge that someone else wants and that writing about what you know really isn't all that difficult.
Those products are:
How to Write and Publish your own eBook... in as little as 7 Days - An 'oldie', but still a goodies, Jim Edwards shows you how to create your own information product.
"Create & Sell Products Online" Toolkit - A more thorough tutorial than the one above. Read my review of Michael Green's stellar information product creation tookit.