I find that Quartz is the best way to go, if your trying to make the most money in the least amount of time Quartz is always in high demand.
Diamonds I find that many people need them for armor tools etc. I bought a stack of diamond ore like I think 10k
lots of things in demand just depends on the time. the problem with prestained glass is not everyone wants a certain color. go with normal glass
If you can get online right when Emc updates (1.7, 1.8, etc.) then the new items go for an extreme amount of rupees.
Clay Block. Get yourself a diving helmet an, Eff3, Unb3, Silk shovel, a Silk pick, and an ender chest. Go to town. Packed Ice is also hot following the recent wastelands reset. Ores/gems are a given.