It starts with WHY people are on your site, and if your site delivers everything they are there for. It makes no sense to chase a high traffic niche if all people are going to do is chat, research how to take care of their dog, or download some recipes then bounce away. If your site delivers everything they want, then they're not going to click an ad. So it helps to target people who are at least on one segment of the buying cycle (as most of the ads are from merchants selling something). It's pretty obvious, I guess.