Training at high level will cost a bit more. It's around 4000 gold per level when you get to level 80 or 90.
My favorite thing about having a lot of money is not needing to make more money. I stop making more when I get to around 100k. It affords me to not pick up things I do not need.
For me, making money is like leveling up skills. If I didn't feel the need to make more money, then something would be lost for me. There would be no need to keep making alchemy potions, no need to try to get to a town before the merchants all closed up for the day. That's why I like that trainers give me something to do with my money.
On that note...Skyrim needs some kind of casino, or some way for a rich adventurer to invest their money, and not the mere 500 gold (pocket change) that currently exists.