The Elder Scrolls IV: Oblivion/Stealth Skills

Acrobatics
The simple act of jumping, combined with other actions. Anybody can jump, naturally, but skilled Acrobats can jump higher, take less damage when falling from high places, attack in mid-air, and even dodge enemies' attacks with ease.

Methods of Training: Jump around the world like a neurotic toad. I've heard that you get skill points faster if the fall hurts you, but it hasn't been confirmed.

Alchemy
The art of making ordinary plants and meats into potions capable of bestowing magic effects.

How to Use Alchemy
Tou need at least a mortar and pestle (there is one sitting on a crate during the tutorial sequence in the beginning of the game). Equip the mortar and pestle in your inventory to open the Alchemy window. To create potions, you need to find two different ingredients with one or more effect in common. You can add up to four ingredients (for up to 3 different effects for a single potion, for Apprentice level and up). As your skill increases, ingredients have more potential effects that you may harness.

Alteration
One of the branches of magic that can be used. Alteration is the ability to modify the very physics of the universe. With Alteration spells, you can create magical shields on yourself and others, burden others, or lighten your own load so you can carry more items without becoming over-encumbered. You can also unlock doors from a distance with the proper spells.

Methods of Training: Alteration has some nice little buffs you can use on yourself over an over. There is a shield spell you get for choosing it as a main skill that is very easy to train with (takes 9 magicka and is almost instant cooldown.)

Armorer
An Armorer can repair weapons and armor to maximize their effectiveness. You need a Repair Hammer to use this skill. Journeyman Armorers can repair enchanted weapons and armor, and more experienced Armorers can also repair Daedric weapons. A master of the armorer skill never breaks hammers.

Methods of Training: Repair your stuff. Whenever you visit a smith or weapons salesman just buy repair hammers and do it yourself instead of paying them to repair your armor.

Athletics
Athletics affects how fast you can run on land, how fast you can swim in water, how long you can hold your breath, and how fast your Fatigue regenerates.

Methods of Training: Click caps lock and forget it. Swimming gets skill increases faster then running so if you really want it to go up go jump in a lake. This skill tends to skill up itself without you really working on it if you're like me and run all the time.

Blade
Blade governs how much damage you do with daggers and swords. It also allows different melee moves and power attacks.

Methods of Training: Fight with daggers. The more slashes you hit with the better it doesn't matter at all how much damage you do. You could also find a really weak dagger and beat up a creature you summon.

Blunt
Blunt governs how much damage you deal with axes, maces and hammers. It also adds new power attacks and melee moves.

Conjuration
A Conjurer has the ability to summon monsters and Daedra from thin air to do their bidding, in addition to creating bound armor and weapons to use in battle.

Conjuration is a vital tool especially when you need to train spells that need a soft and squishy enemy.

Methods of Training: The main way is to get a skeleton spell and spam it. It would probably be a better idea to fight the skeleton then to wait for your magicka to regenerate.

Destruction
Magical self-defense, in the form of fireballs, electric blasts, or balls of ice. Most Mages would do well in building this skill, while others could use it as a secondary means of defense when one's Fatigue is too low to fight.

Methods of Training: THe best way would be to lean more on shooting fireballs then slashing swords. You could also spam Flare (that crappy little fire spell from level one) on a monster you summon.

Hand To Hand
The ability to fight and kill foes with nothing but one's own hands. While not as powerful as using a weapon (and certainly not as good to block with), hand to hand combat is fast and doesn't use as much fatigue. Higher skill levels give you more power attacks which can be used to paralyze and disarm opponents.

Methods of Training: Summon a monster and punch it in the face until it dies, then summon another and beat it up.

Illusion
Skilled Illusionists can modify the way humans percieve reality - casting light, becoming invisible, or charming others into believing that you are a friend.

Marksman
The use of a bow and arrows to attack from a distance. Skilled Marksmen can do more damage, and truly gifted Marksmen also have the ability to zoom in while using a bow.

Methods of Training: Using targets that you can find around the world you can train your marksman skill as well as your ability to hit a target you can even get your arrows back.

Mysticism
This branch of magic can be used to detect living creatures through walls, trap souls within soul gems, and levitate items across the room with telekinesis.

Security
When one is trained in Security, they understand all kinds of mechanical locks and traps. The higher your Security skill, the slower the pins will move in the lockpicking interface (or the better chance you will have of opening a lock using Auto Attempt).

Sneak
The talent of disappearing into the shadows without aid of magic, to pass behind foes without making a noise, and to deal insane amounts of damage by taking an opponent unawares. As your Sneak skill increases, the volume of your footsteps is dramatically lowered, your critical damage multiplier is increased, and sneak attacks will eventually completely ignore whatever armor your opponent is wearing.

Methods of Training: Sneaking has a simple rule when it comes to skill ups. The farther you walk near someone who doesn't see you the better. A great way to train is to break into someone's house shortly after they go to bed then autowalk into the wall while they sleep.

Speechcraft
The use of words to convince others to aid you. As your skill increases, people will have a better initial reaction to you, and be more likely to respond positively when persuaded. If you lack Speechcraft skill, you can obtain similar effects by bribing the person in question.

Methods of Training: The only way of training this is to play the persuasion minigame. This is one of the most boring and tedious skills to raise, but on the upside it will rarely make you level up when you don't want to.