I think a good rule of thumb is to 'stick to what you know' , If you have any hobbies or are particularly knowledgeable on something use that strength and come up with a list of great domains where you could sell products or services related to the subject, re-write the list in preferred order and pick up say 5 domains as a start...
Its all very well buying web/internet type domains but there are such a lot of people doing it.
Always keep your eyes open for the next big thing.
Niches of course have a smaller market but can be valuable as affiliate domains.
Hope this is a decent starting point!