There is always a lot of debate about cheating, but I personally believe that since this is a single player game, and cheating by itself will not make the achievements any easier, there is no stigma. If you want to cheat so you can enjoy it more, that is up to you.
Grinding is NOT cheating
This is very important: grinding and cheating are two different things. A grind means performing a mindless task to gain experience for a particular skill. A cheat means doing something you aren’t supposed to do. For example, in Oblivion you could jump in place to gain acrobatics, which was a grind, not a cheat. You could also exploit a bug to allow you to duplicate items, which was a proper cheat.
Grinding is a time honored part of all RPGs, and it mimics real life: sometimes to get good at something you will have to practice, practice and even more practice. When you go to the driving range and hit two buckets of balls you are grinding to get better at hitting your clubs, you are not cheating.
There are known grind recipes for all major skills in the game, most of these were documented in http://www.reddit.com/r/skyrim/comments/medbn/good_list_of_way_to_train_all_your_skills/
I believe that everyone will want to quickly level up alchemy, enchanting and smithing, so I will just mention these:
The easiest way to level up Alchemy is by making potions. The problem is that you will need to either purchase recipes, or eat ingredients to slowly figure out each of its four effects. You could also simply go and check one of the many web applications available right from the game launch date. These will show you which ingredients to combine for whatever potion. As you mix these up, the game unlocks the effects. You can also use perks to learn more than one ingredient at a time, but to me that is a waste of perk points. For perks I prefer the ones that increase the potency of your potions. Also keep in mind that you can create potions to fortify enchanting and/or smithing.
Enchanting is a bit easier than in Oblivion, but you can’t purchase spells to use at the bench. Instead you have to learn the magic effect by destroying the item. This means you will have to sacrifice some of your loot just to have access to the magic effects that you want. Once you know the magic effects, all you need is an item to enchant, and a soul gem that holds a soul that is powerful enough.
If you are greedy, finish the Daedric quest that grants you the Black Star, which is a reusable black soul gem. Why? Because it means that you can capture humanoid souls, the most powerful in the game. Enchant a bow or a dagger with Soul Trap, and off you go! Whenever you hit a target the Soul Trap (if the cast is effective) will grab the soul and store it in the Black Star. You can then take the Black Star to an enchantment bench. After the enchanting is over, your Black Star is ready to be reused.
My preferred enchantments are a bow and dagger, both with Soul Trap, plus a ring and pendant with power ups that benefit a thief, for example lockpicking and sneak. I don’t bother enchanting armor anymore because both the Thieves Guild and the Dark Brotherhood storylines give you armor with great enchantments, all that is left to do is to upgrade their armor rating depending on your smithing skill.
As you loot, grab as many soul gems as you find, and don’t sell them. Keep them around for your Soul Trap weapons to fill, and then enchant anything you don’t want to keep. By doing this you will increase their sale value, plus you will level up in enchanting.
This is another skill that is critical to all classes except maybe a true magic user. Your perks tree will restrict the materials that you can use, so it is important to be careful whenever you select a perk in this particular tree. Also, as you go up in the perk tree, the materials are harder to find.
The easiest way to level up smithing is by making iron daggers, which only require iron ingots and leather strips. The smith at Riverwood gives you free crafting materials, so every few days you can stop by and stock up on free iron and steel ingots. The leather is of course free, just make sure to take the skins of whatever animals you kill.
Don’t forget that you can boost your smithing with enchanted items and with potions, which will allow you to boost your armor and weapons. Items marked as epic or legendary have been upgraded, but that doesn’t stop you from upgrading them further based on your skill. Once you hit 60 in smithing, you will be able to improve enchanted armor and weapons.
Another thing about smithing is that you can make jewelry, all you need is gold or silver and optionally some gems. DO NOT touch gems that are marked as flawless, because sooner or later some NPC is going to ask you to bring him some. I would rather stash these aside than have to waste hours trying to find one more flawless diamond or amethyst.
WARNING: The Thieves Guild first set of armor is not marked as quest essential, but you will not be able to finish the full quest storyline unless you keep at least one item from the first armor set. I advise that as soon as you grab armor better than the first Thieves Guild armor set, stash it in one of your houses and make a note about where you stored it.
If you already screwed this up, and you are playing on a PC, you can simply use the console (Google it) and give the armor back to yourself. If you are on an Xbox 360, you will need to hex edit (details in the cheats section) in order to give yourself the armor. Since this is an accident and probably a bug I don’t feel like this should be considered cheating.
Light vs. Heavy armor: make your decision early in the game about which of the two to use and stick with it. You get bonuses by wearing all items of the same type, so it is important to get used to the idea that you will only wear either heavy or light armor items.
Stupid Pet Tricks
I doubt this is going to survive the next patch, but look for followers that are trainers, like the archery trainer in Riverwood. Why? Because you can pay them to train, then go to their inventory and take the money back! Just keep in mind you will still have five paid training sessions per level.
The easiest way to ruin the game is to get yourself a near-infinite amount of money. Once you do this, you are basically on a shopping spree and you will kill half of the fun in the game, which is to work towards being able to afford the better things available. Still, if you want to do it, there are two simple methods:
1. Find an editing tool that allows you to just edit the money. Google this one.
2. Go to a barrel, empty it. Now place 1010 gold in it, and a lock pick. With a hex editor (decent article at http://www.xboxmb.com/forum/103-elder-scrolls-series/85573-how-hex-edit-items-skyrim.html)look for 1010 as a signed 32-bit long, little endian. You will get a list of locations that match F2 03 00 00, which is the hex for 1010. You want the location that shows 40 00 0F immediately to the left of the F2 03 00 00, which is the code for gold. Whenever you see 40 00 0F F2 03 00 00 it means you are seeing 1010 gold. Since you want the gold next to the lock pick, find the instances followed by 40 00 0A, which is a lock pick. From here you simply need to change the F2 03 00 00 with a different amount in hex. It takes a bit of practice but eventually you should be able to do this in just a minute.
I have successfully used the barrel method to add a missing Thieves Guild armor piece, gold, lock picks, Daedric arrows, black soul gems filled with grand souls, and alchemic items. It does not work with unique items like Oghma Infinium or the Stones of Barenziah. There are plenty of lists of hex codes for each item already published online, so Google is your friend. If you are on a PC, then you can simply type those into a console command, if you are on a gaming console then you will need to master the art of signing and re-hashing save games, which is out of the scope of this book.
Fast track to 100 Alchemy
Use the barrel hex editing method to give you a few thousand of a couple common ingredients that combine into at least one potion. Then simply start cranking out potions.
Fast track to 100 Enchanting
Use the barrel hex editing method to give you a bunch of black soul gems charged with grand souls, and a similar amount of gold rings. Simply start cranking out enchanted rings.
Fast Track to 100 Speech
There is a character at the Black Briar Meadery that keeps repeating the same dialogue choices, which allows you to repeat a speech challenge. Just keep talking to him and your speech will level up very fast.
The most shameless method to hit 100 on all skills
Before you even try to do this, let me warn you: when you hit 100 on all skills, you are nowhere close to spending all possible perk points. This means that you CANNOT have all skill perks. One of my characters is at level 81, all skills are 100, yet no less than 9 skills have zero perks assigned, and only smithing has all of its perks used. Just be prepared, it is just the way the math works.
If you are dead set on doing this, you want to complete a quest called Discerning The Transmundane, explained at great lengths at http://www.uesp.net/wiki/Skyrim:Discerning_the_Transmundane
This is a really long quest, and it has some of the most impressive scenery in the game so far. I recommend you don’t start this quest until you are prepared to spend a few hours feeling like you are lost without hope.
When you get awarded the Oghma Infinium, store it without read it and Google for how to reuse it. This book allows you a one-time bump of 5 points on one of the three main tracks (Stealth, Strength or Magic). By reusing it ( a workaround that is not guaranteed to survive the next patch), you can keep getting this bump, which eventually will get you to hit 100 on each of your skills.