Note: you may take another companion in addition to the dog.When you join the Companions, you will be prompted to go outside and duel with one of the members.After you pay for the training, look in his inventory.All of the gold that you paid for the training with is now in the companions inventory.
Remember to check the Item Codes list for the Add Item cheat. If you have a companion that can train you, buy his training.
I used Bound Sword while Sneaking and using Healing Hands to heal the Jarl after each hit.
The result was Sneak, One-Handed, Restoration, and Conjuration, all leveled just as fast as when I did it without on my warrior-type.
Hit Tilde(~) to bring up the developer console, and enter these codes for the desired effect.
Note: certain cheats you can enter a second time to toggle off the effect. Some cheats can cause bugs later on, or cause situations which may "break" certain quests.