I guess the best answer is, it depends. What kind of mobile game are you marketing? Who are you targeting? For what platform? (iOS, Android?)
Different ad networks work better than others depending on the type of game. A good place to start would be MoPub, MDotM, Manage, and Insight.
Let's be clear, maximizing ROI takes work. Great ROI is a combination of optimization of advertisers (e.g. network/exchange mix, floor strategies, etc.) and inventory mix. For example, demand for interstitials and video is high, hence CPMs are higher than banners, which are somewhat commoditized. Location data is valued. Carrier and OS combinations are valued.
I am assuming you are ok with decent ROI and are seeking a blend of ROI and convenience. Convenience typically means MoPub or AdMob (Google). Nexage, Smaato, and Millennial are other popular exchanges/networks in the mobile space. People like Pubmatic and Rubicon are slowly dipping their toes into mobile but are more effective today at monetizing mobile web inventory than app inventory (although they love app inventory as it typically has better performance characteristics).