The Elder Scrolls V: Skyrim Glitches

Unlimited XP and Skill Points
Find a Skill Trainer and make sure you can purchase their training. You can pickpocket any of their proceeds, level up, and then repeat the process.

The same works for some companions who offer training as well. Even better is that you don't have to pickpocket them; you can simply ask to trade items and take the gold at no moral blow to your character.

Note: You can train a skill up to 5 times per level, before needing to level up before training in that skill again.