Here in US I show 3 pages of ads:
dealers furniture - Google Search
"Should I strive for keywords that have high demand and advertising demand ?"
Well it depends on what you doing. If your focus is Adsense then you do want lots of high paying ads and lots of demand ie: traffic.
If you are doing affiliate marketing then good demand but low advertiser could mean it's a good niche that's not too saturated.
Also whether are getting traffic via natural search or PPC makes a difference too. If don't natural search you need to also eval how competitive the term is in the search engines.
The SEObook KW tool may give you some more data to look at.