In BTC, currently there are not futures markets (correct me if I'm wrong). But there is a bitcoin equivalent to retail spot forex trading.
I'm also experienced in trading and I fully share your thoughts about FOREX vs. futures-based approach.
So far, I'm leading the futures market development, and my trading platform is quite close to being ready.
The main problem for a BTCUSD futures contract is really market making, the market should always be liquid. However, there are a few interesting ideas to solve this problem.
Additionally as a first step I want to provide commodities futures denominated in BTC (Gold and Oil are the first to be considered). I think ability to invest your Bitcoins into Gold and Oil sounds quite fun.
A thread with some more information is here: https://bitcointalk.org/index.php?topic=50817.0
Also all new info regarding derivatives markets will be published there.