What follows is some helpful hints on developing the skills you choose. Keep in mind that you can train in each of these skills for 100gp/level at a guild that requires them. For example, a 3rd level character will pay 300 GP for each training session while a 15th level character will pay 1500 GP for a training session.
A note on time: you must let more than 6 hours elapse before you will see a skill increase when you rest/loiter.
Lets dispose of all six schools of magic right off the bat since developing them is pretty much the same for all of them. Join the Mages Guild. At Apprentice rank (rank 0) you get access to the spell maker. What you need to make are five cheap spells; one from each school except Destruction. The other five schools are Alteration (Water Breathing), Illusion (Light), Mysticism (Open), Thaumaturgy (Levitate) and Restoration (Heal). For Water Breathing, Light and Levitate you can only change the duration of the spell.
Lowering the duration reduces the cost to buy the spell and the casting cost, too. There is no benefit to be gained from lowering the duration to less than 1 round per 2 or 3 levels (1 round per 20 levels costs the same in money and spell points) unless you all you need is a spell with a really short duration. Find the cheapest combination you can get and buy it. Name the spell something easy to distinguish from your regular spells. Train A, Train I, Train M, Train T and Train R work for me, but all you want to do is make the spell easy to locate.
For Open you can fiddle with the chance of success. The lower your chances to succeed, the cheaper the spell. 1% + 1% per 2 or 3 levels seems the cheapest way to go. For Destruction, buy the regular Shock or some other Destruction spell. Youre not going to actually be casting it. As long as you have the spell points to be able to cast it one time youll be OK.
Once you have the spells in your spellbook, start casting them. For your Destruction spell you will cast it, but when you see the message to press button to fire the spell, hit the E key instead. This aborts the spell and returns your spell points to normal, but you still get credited with having cast it. Q will recast the spell; E will abort it. So a few Q-E keystrokes will credit you with having cast the spell a few times. After doing the Destruction spell, cast the others. The first time you cast the spell youll have to double-click it from the spellbook, but Q will fire the spell off again. When you run out of spell points, rest until you have them back and repeat the process. Its boring, boring, boring, but it gets the job done. 15 or 20 minutes at the keyboard can raise your skill levels 30 to 40 points. Youll find that the more skill you have in a school, the cheaper the spell is to cast. Sorry, but you cant get lower than 5 points except for a couple of spells that come with the Vampirism or Lycanthropy diseases.
Some players have reported being able to set the range on practice spells (Alteration being a notable exception) and thus been able to use the "cast-abort" system to increase their skills. I have not been able to get this to work on my system, but it might work on yours. When you create the spell, set the range to "single target at range" or "area at range" (whichever works for you). When casting it, hit "E" when you see the "push button to cast spell" message.
Some players have also reported being able to combine effects into a single spell and, thus, raise two or three skills at the same time. I have not been successful at this, either, but you're welcome to try.
Archery: You have to shoot the bow. But it doesnt work to shoot the bow at the wall. You have to shoot the bow at something that can shoot back or hit back. If you come across a critter in a cage while dungeon crawling, dont waste the opportunity - make a pincushion out of it. Whats even better is a critter which requires special metal to damage it. Suppose you find a lycanthrope in a cage. You have to have a silver weapon or better to damage him. But you can still shoot at him with an iron or steel bow and get archery experience. You dont necessarily have to hit - you just have to shoot. Each arrow counts for skill level purposes. So in the lycanthrope example, stick 20 to 30 arrows in him and then finish him off with a weapon that can actually hurt him. Be sure to retrieve your arrows. If hes fairly close to the entrance of the dungeon, you might want to step outside and let the dungeon reset and then go after him again.
Axe, Blunt Weapon, Long Blade, Short Blade, Hand-to-Hand: Sorry, outside of a trainer, the only way you get experience is to fight something that can fight back. Shadow boxing wont do you any good. For Hand-to-Hand, the graveyards are good training grounds. Find one with rats and bats in it and then go beat em up. Leave the mausoleum and then go back. If youre worried about taking a lot of damage because your skill level is low, use a second weapon instead of a shield. Swipe at the critter a couple of times with your weak weapon, then hit the S key to switch weapons and nail it with your best weapon.
Backstabbing: Difficult to develop because you need to be able to sneak up behind your victim to get the element of surprise. A high Stealth skill is almost a requirement before you can begin serious work on backstabbing. An Invisibility spell will help, but its an expensive way to go. You can also get a backstab with a bow if you can see your target before youre right on top of it. Be careful in sneaking up behind with a melee weapon. If you get too close youll bump into your victim and lose the chance at the backstab.
Climbing: you develop your climbing skill by climbing and it doesnt matter what youre climbing. Climb up on thrones, climb hedges, climb one-story houses, climb the walls of your room at the inn. If you fall you wont take damage and you get experience for doing it. Each time you see the words Climbing Mode at the top of your screen youve made the attempt and its the number of attempts that develops the skill. This was fixed with one of the later patches (212/213, I believe). If youre running an earlier version, climbing will not get you climbing experience and youll have to go to a trainer or upgrade your software. There will be times (especially with hedges) when you'll fall INTO the thing you're climbing. If you're running at least the v.212 patch you can hit <alt>+f11 to pull yourself out.
Dodging: It will develop on its own, but it develops best when you have multiple opponents swinging at you because there are multiple chances for your opponent to hit you so the game makes multiple checks of the skill. Normally (with SPD of 60-69) youll get in two or three swings for every one your opponent gets. Backing away and letting the critter engage you again can help, but this is one tough skill to work on without a trainer. At medium skill levels and wearing decent armor, go find yourself a rat or a bat and let him chomp at you for a while.
Etiquette/Streetwise: Develop this by talking to people. Use Polite to develop Etiquette and Blunt to develop Streetwise. Youll get a lot of snide comments from the people you talk to, but its the only way that doesnt involve a trainer.
Jumping: Jump. Dont waste your money on a trainer for this skill. Just jump in place a few times every now and then or jump while youre walking or running.
Languages (Orcish, Giantish, Daedric, Imp, Harpy, etc.): Outside of a trainer, you develop this skill when you run into these critters. Clicking on the critter while your weapon is sheathed makes a check against the skill. A successful check means you are able to convince the creature to leave you alone.
Lockpicking: Pick locks. You get one attempt at a lock. A second attempt doesnt do any good and if youre in a town youll bring the guards down on you. Be careful with that mouse button. The best practice opportunity comes when you enter a walled town. There are doors every few steps on the inside of the city walls. Just walk around the town making one click on every door you come to. Every once in a while youll get lucky, but be careful to only try once at each door to avoid the wrath of the guards. If you make the attempt on all of the doors, leave town and come back and youll get another chance.
Medical: This develops automatically. Each time you rest you treat your injuries. Taking shorter rest periods will exercise the skill more often. If your difficulty dagger is down around .03x, you'll probably find that your medical skill develops very quickly (every 5 or so rest periods). In this instance, you might want to consider placing it in with your Miscellaneous skills to avoid gaining unexpected levels and leaving room for the development of the skills you really want.
Mercantile: Buy and sell stuff (preferably sell). This includes renting a room at an inn. When you unload your goodies dont make one huge batch. Buy and sell one item at a time and rent your room one day at a time. This doesnt mean go back to the innkeeper every 24 hours. After you rent the room for a day, purchase additional days one at a time (note: this does not work if you are getting the room for free (Knights Guild members and on Heart's Day). Identifying magical items at the Mages Guild also checks the mercantile skill. If you have a lot of items to identify, do it one at a time. If you're feeling really sneaky, have him identify nothing. It costs 0 gp and checks your Mercantile skill. Curing diseases at temples also makes a check against your mercantile skill.
On this same topic, youll pay top dollar and get low dollar at stores where the description says you cant detect the slightest defect. On the other hand, youll spend less and get more money for your stuff in the stores that have rusty equipment and mice running around. One last tid-bit: when youre unloading a whole lot of stuff at a store, save the best pieces for last. After youve sold enough of the cheaper items, loiter for more than 6 hours and your Mercantile skill will increase. The next time you sell, youll get more money for the better items since their sale will be based on the higher Mercantile skill.
Pickpocketing: The best victims are rats and bats, but you can pick the pocket of any critter. When youre facing them, pick their pockets. So what if they get in a few free swings at you? They dont do much damage and you can get in 20 to 40 attempts in the time they take to get in a couple of swings. In the dungeons and cemeteries (inside the mausoleum - in the cemetary itself, the guards will get you) you can pickpocket with impunity. In town a failed attempt will bring the guards down on you.
Running: Run. You can run while Levitating and Swimming if you want to develop two skills at once. Given a clear path, a 3% skill rating and mediocre Speed, youre still faster than almost everything in the game.
Stealth: Move slowly through the dungeons. It will develop all by itself and pretty quickly if you take your time. According to the documentation, holding down the <ALT> key while youre moving puts you into sneak mode (you move at 40% of your base speed). I havent noticed any difference between sneaking and regular movement.
Swimming: Swim. There are lots of puddles you can fall into without having to worry about drowning. Unfortunately, these puddles dont do anything for your swimming skill. You develop the skill when youre underwater. If you should happen to fall into a puddle while being chased by the guards or some other critter bent on rearranging your face, use the "J" key to jump rather than let your low swimming skill allow you to get caught.
A final word on trainers. A trainer is equivalent to about 20 uses of a skill. At the higher difficulty levels (meaning your difficulty dagger is above the mid-point of the scale), it will take 2 or 3 sessions with a trainer to get one increase in a skill. Also, trainers can only go up to 51% skill level. Once you hit 51% in a skill youre on your own.
Except at the Fighters Guild (where you can sleep), youll probably want to leave the premises to rest and get your fatigue back up (unless you have Stamina potions or spells or you have a spell to Heal Fatigue - which is a cheap Restoration spell, by the way). But you can do multiple training sessions by loitering. Training takes 3 hours, but you have to let 9 more hours elapse before you can train again. Train, loiter for 9 hours (3 3-hour sessions), and train again. If youre at the Fighters Guild, you can train, sleep for 9 hours, and then go back downstairs and train again. Youll usually see the skill increase after the first stint at loitering, but you cant train again until a total of 12 hours has passed (including the 3 hours spent with the trainer).
A good practice is to seek out a trainer before you have to travel anywhere. Do the 3 hours of training and then travel. The skill increase will show up when you reach your destination.
If youre in a location where you dont have to worry about being attacked, you can let your fatigue drop off the scale. Youll collapse in exhaustion for an hour, but you can keep right on training as long as you have at least one point of health to your name. That hour's nap that you get when you're exhausted will also slightly replenish your magica, so you can engage in a little spell practice as well.