This is more of a survey than anything as I hate training combat skills and am interested in techniques people are using for training combat skills.
My current protocols are as follows:
Melee: I set up characters on two accounts with skills in the same range, the fastest weapons I can, as much stam as possible, +5 repair armor, healing, anat, and a pile of aids in a container. I have them heal each other while they beat their skills into shape. I stone off a skill and go buy it with a character if I have to start with a new character. I generally always buy these skills to 40 in Haven. I find this method more flexible than a golem and will allow you to train heal, parry, weapon skills, and bushido at the same time.
Archery: (will check for throwing) I get six Cu Sidhe in a house with pens and use a target rotator that gives me a shot or two at each one after the next in a cycle. The Cu will heal themselves and stay alive indefinitely if you have enough of them. I save bows that have all damage in cold and energy, preferably without any damage increase. With 0% DI and 100% in the Cu's two strong resists I have been able to sustain this for many hours with only four released pets. Six pretty much always works. This works well in the foyer of a castle, or if you have a custom house with animal pens.
If you have a better method please post it here!