Generally, any trade will always have good job security and decent pay. Trucking, maintenance (welder, electrician, plumber, or mechanic (diesel or heavy equipment, auto is usually over staffed) and HVAC) and accounting seem to have been the most reliable trades to find work over the last 20 years or so. Construction is very boom and bust. Medicine and maintenance are VERY short staffed currently, especially in rural areas.

In 2008 I chose trucking. Initial training was 6 weeks and cost me $10,000 USD back in 2008 followed by 3 months over the road with a trainer. Hate the job, but the pay is decent-ish (I've generally made between $55K and $75K), it doesn't usually matter where you live and the few times I've found myself needing a new job I've been hired within 72 hours of applying for the position.

If you do go trucking, avoid any company with a Teamsters Union presence like the plague. Every Teamster I've met to date has been an complete and total self-important asshat and they seem to have a tendency to call strike just for the hell of it (Though they are payed well).

Any other union is probably fine.