Best Late Game Factories

The only traditional good that I would worry about (if you're not showing any shortages) would be cement for all of the factories that are going to pop up over the next twenty years. Your sphere might be sufficient to cover those needs if you've been picking up industrialized countries for your sphere.

fuel-electric gear-telephone-automobiles-aeroplane-radio
they all fine

I would suggest you go to the trade screen and see what the demand for goods is. The tech factories should always be in high demand, also luxury goods and liquor. Although, you should check things like lumber, steal, and cement to make sure the world production is significantly more than demand so that your construction spree doesn't deplete supplies. If it is close, build some and supply your own with the insurance that it will be profitable.

Automobiles in every province - you can't build enough of them and they make good money.
Depending on safety regulation reforms up to 1/10 of your factories should be cement.
~ One electrical Gear for one complete pack of factories, which use them.
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you also can't build too much luxury furnitures , ~1 - ~1,5 luxury factories per state.
you can build really very many fuel,telephone,radio - up to ~ 3*0,66 per state
With higher produciton effiencency one middle consumer factory per state is enough, like cloth,furniture,paper,liquer,winery.
You can also never have too much glass, but they aren't that profitable.
Aeroplanes make awesome profit, however you don't need too much of them , up to 1/3 per state.
you don't need all too much Arnament factories at the end, 1 military complex per state ( ammu,small arms, artillery, canned food, steamers, barrel )
Lumber,Steel - later you hardly need of them, build it if you need it.

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So,
1st - Automobiles for always good
2nd - Aeroplanes - awesome profit
3rd - Fuel, high demand with good profit
4th - paper,winery, ( Lumber,Steel),steamers,canned food - depending on the overproduction
5th - telephons/radio/barrel/machine parts - telephones/radio you just can't build too much , while barrel and machine parts decrease with overproduction.

yupp, in provinces with 3M+ pop, I always build cement,glass, and fabric/steel/lumbers/fertilizer if needed.