The various guilds offer beds and a chest. There is even a chest in Helgen that one can use.
But there is nothing wrong with buying the house in Whiterun and giving yourself gold. One will never run out of gold anyway and there is no tax office in all of Skyrim to come after you.
I wish I could donate gold, weapons and armor and thereby upgrade the guards in the holds and hire a few more to make Skyrim saver. At least then I had something to do with all the gold and stuff...
This was all averted on my Orc Archer somehow...
For once in a long time, money is kind of an issue on this character. I trained heavy armor to 70, I trained several bits into Archery, I'm buying arrows, I just bought her Whiterun house (And she'll eventually move to Windhelm, closer to her tribe of Narzulbur), and other stuff. She's just... buying stuff. She's level 40 and has like 3000 gold. My thief, as a level 40, had 40,000 gold. Or thereabouts.
I attribute some of this to the fact that she only has 350 carry weight. And not counting heavy armor due to the weightless-when-worn perk, she still has 100 pounds worth of essentials to lug around. In comparison, Thiefgirl only has about 62 pounds of essentials, and she has ~500 carry weight due to a pickpocket perk.
But so far, once my characters get the money rolling... it never stops.