Investing in Futures

Since I'm from Mississippi, I'm familiar with futures and am trying to find out if this would be a good investment for me. I know there is a good deal of risk involved, but if you're careful, wouldn't the return be better than regular stocks? Do you go to the same broker as when you buy stocks?

I'm looking at corn and rice because I'm familiar with them. I'm also familiar with cotton, but can't find anything about futures with cotton.

Would oil or gasoline or natural gas work the same way as futures or would it be under the company as stock?

Any help with this would be appreciated.

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