Having done time, I can tell you that the white collar criminals do the best. Sentences are usually light and a lot of money can be made. I have met a guy who made hundreds of thousands of dollars on real estate scams doing a 13 month sentence. Many property criminals get probation on their first offense. Violent crimes are the worst way to go. A robbery will get you a minimum of 100 months (no parole) in this state and many felons get 200 months (no parole) instead. The police will spend much more energy to solve a violent crime also. The state of choice for being criminal is important too. Some states are very lenient or have much more humane prisons.
All this being said, even though unemployment is very high, there are still many opportunities to make decent money.
If all else fail, you can actually make decent money panhandling if you approach it as a business. Try different locations, signs, and appearances. A good panhandler can make over $10 per hour and nobody ever pays taxes on that.
The best prison is at best a guilded cage. Your life is under the control of the guards, the food is very unhealthy and will shorten your lifespan. I have seen several inmates die due to the lack of proper medical care. If you ever need antibiotics, you will probably need someone to smuggle them in for you.
I have met Vietnam and Iraqi veterans and most would rather do two or three years on the front line as a grunt than a year in the best prison.