The most profitable resource I think is Gold/Ivory. It is dependent upon distance from Capitol however, so if your Russia for example, the Gold in Timbuktu will net you thousands per turn!
At least with a high finance Merchant.

Merchant traits are gained over time, by standing on resources, and by acquiring other Merchants.

I'm not sure on the monopoly thing, except to have more Merchants on any given resource than anyone else.

With regards to buildings and different resources, as far as I know they just effect overall trade in ant given province.