Newer players often mistakenly assume that they cannot make an impact on a market, or be a real player in keeping an area supplied. This is wrong-headed, and I will explain why: big-money types are attracted to the most lucrative, high-competition areas of a market. Small things will often slip through the cracks. Coincidentally, it's the small things that new players are most likely to notice.
With a very modest amount of investment capital, you can start reselling small yet valuable goods, that are purchased at a low cost in market hub systems and then resold at outskirts of high-sec or, if you're feeling brave, even farther.
Even if you decide this isn't for you, this guide may still provide some insight and inspiration for other aspects of the market. I highly recommend that you check out my guide on selling market staples, as a supplement to this.
High Value, Low Volume
A new player isn't going to be able to move around huge quantities of minerals or trade goods, nor have enough investment capital to buy much, nor expertise to know what to buy. That's all right. That all comes with time and experience, and here's something you can do in the meantime.
By carefully selecting items that will almost always sell for higher than they were purchased for, e.g. skillbooks, or small goods that major marketeers aren't going to bother with, and moving them somewhere that they are normally unavailable, you simultaneously add value to them, and cater to laziness, which is one of the driving forces of the economy in EVE Online.
Flirting With Danger
The best way to do this is to supply for an area of low-sec or null-sec, as I describe below. However, should you decide to flirt with danger, you will want to train into a Covert Ops ship. Covops, as they are commonly abbreviated, have the capability to warp while cloaked, making them slippery and very, very difficult to kill if the pilot using them is well practiced.
I divide my time in EVE Online into two periods: before I trained the skills to fly a covert ops ship, and after. Once you can fit a Covert Ops Cloaking Device II module, you will find that gate camps in low-sec hold no terror whatsoever for you, and even null-sec camps aren't automatically impassible. The "covops cloak" can only be fit on covert ops frigates and Stealth Bombers, which I have covered elsewhere (and heartily recommend flying).
In order to use a covops cloak, you need to train Cloaking IV and Electronics IV. In order to use a covops ship, you need to train your racial frigate skill (e.g. Caldari Frigate) to V, and Electronic Upgrades V.
The Five Usual Suspects
These small items might not make hundreds of millions of isk a week, each, but they will resell for much higher than their market hub purchasing cost, assuming you have found a resale market niche that is sufficiently distant. I have attempted to explain the principles behind why each item is in such demand, so that you can understand my rationale and spot your own investment opportunities in the future, without a guide doing your thinking for you.
The vast majority of skillbooks are seeded by NPCs in so-called school systems. The NPC price will usually act as a price floor, meaning that when you buy a skillbook it will be worth whatever you pay for it, or in a worst case scenario a little bit less.
By bringing skillbooks to a well-travelled system that is normally very far from a school system, you add a great deal of value to them. Most players don't care if they are paying 150k isk for a 100k isk skillbook, if it saves them ten or more jumps.
If you work with a corporation or alliance, importing specific lists of skills is a good way to go. Otherwise, almost any skill will eventually see use. Just don't over-invest in any one skillbook.
Many blueprints are spawned only in a handful of stations, though far more may be found scattered throughout high-sec. Well-chosen ammunition blueprints, especially when researched, will fetch a nice mark-up if resold via contracts. Battlecruiser and battleship blueprint copies are also in goodly demand, as well. You don't need to own the blueprint original to sell copies, though, just grab them in Jita or Amarr, and sell them on your market for a markup.
As with skillbooks, importing special orders of blueprints for specific people is a great way to go.
Of all the implants, the attribute enhancers that allow skills to be trained faster are by far in the most demand. Buying and selling +1 or +2 implants can be affordable even to new players, and there will always be a market for them. Don't bother with the Charisma-boosting implants, though, as most players aren't interested.
Other high-demand implants will often be a bit too rich for most new players' blood, but once you have some more serious investment cash, consider the PG-4 and KMB-50. They sell like hotcakes in areas where battleships are used for PVP.4. Faction Ammo
Another tool of elite PVPers, faction ammunition does extra damage, but is often quite pricey compared to normal ammo. On the other hand, for many null-sec and low-sec dwellers it is considered essential, so they are often willing to pay excessive markups to get it.
The large-sized ammo seems to see the most brisk trade in my experience, though there are exceptions. Imperial Navy Multifrequency L and M, as well as Imperial Navy Microwave L and M both see a ton of use by Amarr pilots. Other good options include Republic Fleet Carbonized Lead L, Republic Fleet EMP L and perhaps M. Federation Navy Antimatter Charge L and Federation Navy Iron Charge L and M see some decent trade, as well. The reason large ammo is favored is because the pilots buying it are usually trying to get the most out of their ships for large-scale fleet combat, or for quasi-elite PVP. Because it is so much more expensive, people tend to only invest in the ammo that they think most likely to be used, which is often the longest or shortest range option.
5. Small Rigs
Small rigs tend to cost between half a million and a million isk, and see use by everybody from month-old newbies in mission-running destroyers, to veterans flying T2 electronic attack frigates. Whether you can afford to use them or not, they can command a decent markup so long as the materials to make them aren't available locally.
The best-selling smaller rig in my experience is the Capacitor Control Circuit I, which is used to render a lot of fits more stable. Auxiliary Thrusters I and Polycarbon Engine Housing I are used by small ships that rely on their speed to survive, and also sell very well. Finally, the Gravity Capacitor Upgrade I is used by practically all explorers.
If you want to get into medium rigs, any of the damage improving rigs will sell, as will the essential Cargohold Optimization I , which is used by the majority of industrials.
Finding Your Market
You need to find a market that isn't completely stocked, and set up camp in it. Usually, this means not basing near any of the major market hubs, or even in the same region as them. You're looking for marginal systems that see a lot of traffic going to and from null-sec. Some of the major jump-off systems are Torinnos, Agil, Teonisude, and Orvolle. There are plenty of others, too.
These systems and others like them are the last stops in high-security space, en route to a major area of null-sec, making them idea spots to sell goods that war-embroiled null-sec dwellers don't want to fly to a hub for. Low-sec pirates with low security status will often have trouble getting into higher security status systems, because their low sec status will cause NPCs to spawn and attack them, depending on where they are in high-sec and how low their security status is. Because of this, many pirates will not want to go more than a system deep into high-sec space, again making border systems their shopping spot of choice.
The traffic through an individual high-sec "last stop" system is going to vary depending on where it is, what is going on in the nearby null-sec areas, and what the inhabitants there are doing. For this reason, an entrepreneur looking for new markets should be reading EVE politics reports (like the regional reports found on Scrapheap Challenge) and familiarizing himself with the general nature of the conflicts going on there. Not only is it generally interesting to see what's going on, but it will give some insight into financial opportunities. Conflicts and migrations create a need for goods, and you can fill those needs.
The Very Best Market
The very best kind of market is when a null-sec corporation has just taken an area of space from an enemy, and the market is no longer being plied by the usual local merchants. The new inhabitants need ships, modules, and other goods, and the old inhabitants will be dumping minerals and other goods at very low prices, so a producer or reseller can often get really good deals on goods. Needless to say, none of those savings need to be passed on to the purchaser, making any bargains you scrounge up pure profit.
Even if you aren't in the position to dock in a null-sec station, the nearby empire jump-off systems to territory changes will see an increase in trade, or at least a potential increase, as lazy null-sec dwellers (by this I mean most of them) grab what is available nearby, instead of heading deep into high-sec to make their purchasers.
Use buy orders in Jita instead of purchasing off the market, whenever possible. If you are selling faction ammo, get it from your loyalty store rather than using the market for it, at all. If you are selling rigs, buy and research the blueprints, and then set up buy orders for the salvage used to make it.
When moving expensive goods in a small ship like a covops, be especially careful not to idle around in high-sec. Suicide ganking a frigate-sized ship is incredibly easy, so it would probably be best if you treated high-sec as being just as dangerous as low-sec while you are carrying expensive goods. If nothing else, don't autopilot.
Though these are what I feel to be the most affordable for a marketing project with limited startup capital, there are a ton of other items that fetch a pretty penny without taking up more than a few m3. Nanite Repair Paste sells very well in null-sec, for example. Keep your eyes open for items that you think will fetch a higher price amongst PvPers, and be sure to test the waters on any given product, by importing and selling a few of said item, before investing your life savings into it.
That's all for now, good luck with your wallets!