Given a compact manifold X, a continuous function g : X -> IR, and a map T : X -> X, we study properties of the T-invariant Borel probability measures that maximize the integral of g. We show that if X is a n-dimensional connected Riemaniann manifold, with n >= 2, then the set of homeomorphisms for which there is a maximizing measure supported on a periodic orbit is meager. We also show that, if X is the circle, then the ""topological size"" of the set of endomorphisms for which there are g maximizing measures with support on a periodic orbit depends on properties of the function g. In particular, if g is C(1), it has interior points.
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