My first character was a dark elf mage/witch-hunter . He seemed to level very slowly and the wait to get good perks was agonizing, and I did have the mage stone. The character I'm using now is a Khajiit thief who levels way faster (has the thief stone). I probably got to the same level as my dark elf in half the time. Has anybody else experienced this? Is it possible there is a problem with the mage stone? Do thief characters just have a tendency to level more quickly?

My thief also leveled much quicker than either my mage or my warrior. I think it has more to do with the skills being used more than the actual class. The thief typically uses several skills that are prone to leveling quickly meaning the character will also level quickly. A straight forward mage or warrior get most of their leveling from dealing damage. Spell types tend to level slowly and so do melee and armor skills unless you find a way to grind them out but that's no fun and it still takes longer than a thief grinding their skills.

I'm inclined to agree. Especially at low levels, my "warrior" leveled fairly often from picking locks, for example. Very easy skill to increase (assuming you find locked doors / chests), at least until you get it up in the 70's or so.

My warrior lvl'd up faster than my thief, but my thief lvl'd faster than my mage. I think and it's JMO it's the differing skill's that are used, some lvl'ing faster than other's. Now those are at the lower lvl's. I think that my thief will start lvl'ing faster than my warrior in about the mid 20's to 30's. I'm starting to use more of the "lesser" skill's on my thief now than I did at a lower lvl. MY old warrior on the other hand used the same skill's. ( I started a different warrior )

There are really two questions here: First, some skills are easier to level than others but the most important thing IMHO is the total number of skill increases for the number of levels.
Raising high level skills counts more than raising low level skills so focusing on a few skills will bring you to a higher level than spreading out skill increases. For example, I was just looking at a few of my characters and my last mage was at level 23 with 220 increases but my last warrior was only at level 19 with about the same. The difference was that the mage had fewer developed skills but they were at higher levels.

Oh yes..my thief is very quick in leveling...especially pickpocketing im only level 25 an have 100 in pickpocketing

Yes. From fastest to slowest is seems to be Thief>Warrior>Mage. My conclusion is just how many different skills you use and how quickly you can level them. Destruction levels very slowly, and you need to have 100 in around 5 arcane skills to be even close to 50.

That might be true if all you level are arcane skills but who does that? My mage is 56 and the only two arcane skills I've hit 100 on are Destruction and Conjuration. However I leveled up several other skills some of which had nothing to do with magic at all. It's really all in how you play the character. And for me Destruction leveled extremely slow but Conjuration was very quick. There seems to be a great inconsistency in skill leveling in the game. For example it takes no time at all to level up Smithing even without grinding daggers. On my current warrior I simply made leather bracers with whatever I picked up during my travels. There are all sorts of animal skins and leather pieces as well as ingots inside ruins, forts, and caves. It took me no time at all to hit 100. However on my thief I did Alchemy and even picking every plant I saw and buying up stock from every alchemist I came across it seemed to take forever to level that to 100. Enchanting is even worse especially if you don't know what you are doing. I can't understand the total imbalance I've experienced leveling individual skills.

The more skills are used concurrently, the faster a character increases its level. This behavior is consistent since both skills and levels requirement increases but also the reward in terms of hidden experience points for raising a skill increases.

I've played both a warrior archetype and a thief archetype, and yeah, Stealth skills tend to level a LOT faster with or without Guardian stone abilities. Lockpicking, Pickpocket, and Sneak especially level rapidly with frequent use. As a warrior or mage, your skills are more combat-based so you're not gonna be able to skill up unless you go out and raid some dungeons.

The downside to Sneak skills getting skilled-up quickly is that I found if I lingered in town too long just stealing and such, by the time I felt like going and exploring, my gear would be kinda under-leveled compared to the enemies. @@

Sneaking levels you up quickly, coz you do it a lot.

I've found if you want to level quickly use a lot of skills. If you want to level slowly (like me) use as few as possible, and buy and sell as infrequently as possible.

It may also be a factor if you use the crafting skills. Having Smithing, Enchanting and Alchemy sitting at level 100 greatly increases your level, even though you don't always use them. And I do agree that thieves seem to level faster, my assassin leveled even faster perhaps: Light Armour, One-Handed, Archery, Pickpocket, Lockpicking, Speech, Enchanting, Smithing, Alchemy and Destruction were all sitting pretty high through natural use, while on my warrior I only ever train One-Handed, Block, Heavy Armour and perhaps Smithing.

Depends on the skills. One of my mages dual-weilded bound swords and at low levels (skill level teens-30 or so) casting the spell in each hand for one fight leveled conjuration two skill levels. So in like 4 fights my conjuration went from 17 to 25. Don't see that happening with Destruction. Plus he raised the dead to fight with him so Conjuration shot up pretty quick. This character is one of my highest leveled characters right now (level 34) and took much less time to get there compared to my mage who focused on Destruction and Conjuration (summoning Atronachs) and is only level 28.