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I guess it depends on your play style. My character is quite rounded, with points in a lot of stats:
archery
sneak
lockpicking
speech
pickpocketing
one handed
light armor
smithing
If I was to never train, some of my lesser used skills (gained from, say, hand to hand combat) would be far behind others (like getting beat on to increase light armor). So by level 40, I might be in the 40's or 50's with the lower skills, but with training they are in the 60's and 70's with the other skills.
The thing is, skipping training is permanent. Once you level, you just lost 5 chances to train a skill that is lagging behind. And as someone said, money in the game is easy to get (you are almost always richer than most merchants). So why not?
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