It gets away easier, trust me. One leveling trick: You can use a trainer once per level to up any one of your skills by 5 points. However, until you max out, ONLY use a trainer for your top skills (the ones that you actually level with). I learned that too late, and will probably never max out because I can't seem to up my Speechcraft on my own. >_< D'oh!

There's also Oblivion Wiki (http://www.uesp.net/wiki/Oblivion:Oblivion), which is priceless.