Financial prospects for rheumatology are better than people think. Sure, the compensation surveys aren't all that impressive, but a lot of these people are working 35 hours a week. There are a bunch of new drugs on the horizon (and new rheum indications for existing drugs) and many are biologics that will require infusion centers. You can also fill half your clinic with just joint injections if you play your cards right. There was also a large jump in compensation last year if you look at the medscape survey.
At the end of the day, pick something you think you would like doing for 25-30 years. With the way things are going, the per hour income for things like cardio/pulm and rheum aren't all that big, so I wouldn't pick based on TOTAL compensation at the current moment. Keep in mind that size of job market is incredibly important when you are starting your actual career in whichever field you pick. The job market not only dictates where you can live and work, but it also reflects supply and demand for your specialty, and supply and demand ultimately influences your financial potential. People early on in their training disregard this, but you start to realize the importance the closer you get to completion.
A/I is competitive, but I don't think people realize that the job market is anemic to say the least. Not that you can't find a job after you're done, but you won't have many options and good luck getting one in a locale you would like to live. Sure, the incumbent allergists in an area are doing well, but that doesn't mean much for you as a young grad. Same thing for a lot of fields with tight job markets. Radiology fellows are doing 2-3 fellowships without finding a job, but the older radiologists with stable gigs are still pulling 400k.
Pulm/CC and GI seem to have great job prospects. All those fellows that I've spoken to were knee deep in recruiter solicitations.