What is the hardest skill to level up? Speech? Lockpicking? Or some of the combat skills? I am asking this mainly because going to use trainer to get some skills up, and looking for a skill to invest my gold. I feel bad from stealing the person who trains me ...

I found Blacksmithing to be easiest.

--- EDIT ---
So far Pickpocketing is leading.
Restoration is picking up.
Speech is also there.

I would have to say Pickpocketing, at least to begin with.

Smithing by far.

Have only played a mage and a warrior thus far and I found Conjuration hard to level up. The summonings take 75% of my mana with one spell.

Really? Took me about 2 hours to get it to 100.

Not true, it's the easiest, by far!

I think pickpocket might be the hardest to level up.

in all of my skills i use restoration the most, and it is the lowest -.-

so: restoration!

Smithing is the easiest skill to level up among all skills.

The merchant in Riverwood, and the 3 merchants you have, including skyforge, in whiterun, fills up their stock of minerals every day.
And since you only need to make iron daggers to level up.
Basically every run into a dungeon you do, will give you enough cash to create 50-75 iron daggers.

Considering it takes 10 iron daggers to level 1 skill point between 90 to 100, you can imagine how few it takes to get the lower levels.
Add in the weapons and armors you do for yourself as well, your smithing is probably around 40-60% higher then all your other skills.

Smithing is by far, the easiest.

I would have to say pickpocketing definately sounds like it.
I find Alchemy to level extremly slowly as well.

Speech is the hardest I would say. I had to pay for countless speech lessons to raise it up faster.

Sarcasm works wonders with text.

pickpocketing is pretty rough to level, especially since to start you rarely will ever see items you can pick up from them with more than a 60% chance of success. On that same token though you might just have to level by planting items, jewelery is pretty easy to plant with a base of 80% from what i've seen.

I'd say Speech. But only because you have to do a LOT of buying and selling to improve it a small amount.

Sarcasm does not work, If it is a 3 word sentence.

Pretty sure you got trolled.

speeching imo

Patience! Patience to do your duties before playing Skyrim^^

Ingame i would say pickpocketing is quite had to skill if you don′t start rampaging around and steal from everyone you see.

I am healing myself all the way, and just now and then my Restoration levels up. But it takes ages.... So for me that's the hardest skill.

Yep. mine is only 57 and I played Skyrim with my Breton 32 hours now.
Btw it's a bit easier if you play on Expert level or Master level, because you get hurt all the time.

Definitely has to be blunt weapons for me.

Nah, erm, probably out of the ones I've tried it would have to be restoration, my mage has over 70 conjuration due to bound sword, yet only 30 restoration despite almost always having to have the 10hp heal constantly active during fights, although my mage is more a melee build, it still doesn't change the fact restoration doesn't sem to want to level up.

Although there are some secret healing spells which you learn by books and special mages around Skyrim, I think there are three of four of them. But they are quite expensive to learn and they are quite a mana-eaters...

i play on expert

if u really focus on doing something i think sneak is hardest to get, because u have to do a sneak attack, or the enemy must lose you to be getting a small boost in sneak.
i have been sneaking non stop in dungeons since i started this game, killing people with my bow and im still only on 61.

well it might not be hardest but atleast its the most time consuming i think