I like to train most of my skills on a Pet with a Shadow Elemental, that I have dug up. This trains most of the skills, including Magery. The Shadow Elemental takes virtually no damage and stays active as long as the Pet is logged in.
To train Resist, take your Pet to Felucca in an unpopulated, secluded area and have a Mage with 0 (Zero) Evaluate Intelligence cast Energy Fields, as many in a line as possible. Have your Pet walk through the energy fields, over and over again. Keep having your friend cast the Energy Fields and in less than an hour, the resist will go from 50 to 100/GM in no time. Keep going if your Pet can have higher resists, like a Greater Dragon. You also cannot be "in a Guild" at the time you are doing this.
If you want to just train Magery, there is a way that takes a little bit of patience, but it is worth it. Go to where the swoops spawn. Wait (or force) until a Swoop lands on the Rocks and then have your Pet attack it. It will only be able to cast spells on the Swoop as it can't reach it. (this way works if you can't customize a house like Cerveza was explaining).