Also, take a look at the mod workshop if you're on PC, since there are likely things there that will make this process (or the game) easier, if you want to waste less time maxing everything out. Many of the skill pages on the UESP contain 'tricky' or 'glitchy' ways of gaining skill ranks very quickly. Remember that you can activate the relevant Guardian Stone to get a skill learning boost.
This is a pretty broad/general question, so this is going to be a pretty broad/general answer.
