[Gimli]

I think it's the opposite, you pick an area to get experience rapidly, which actually can stunt skills relative to level if you're not careful. Bad thing in a way to be a high level with low skills as you'll attract the high level monsters with low skills.

To me training is doing somethine over and over that may or may not (usually doesn't) give you any exp but raises skills quickly. So for example, lots of knock-knocks on a certain vault; casting charm person over and over; or even getting into fights where you defend forever to build stealth or shield, or heal the monster and fight to build weapon skills. Those methods get your skills maxed out early on, whereas exp mining raises your levels.

You could use both of course, but they're different.