I did a golem for archery, and it was nice to be able to do it quickly without danger. but kind of boring.
For swords, I worked in the painted caves a long time, maybe from 60 to 100 or so skill. The great thing there is that you get 600-700 gold per trog, and they drop bandages. It got boring now and then, but i think was a good way to do it. I was not able to train on golems at that time - too new.