Training. Smithing materials, alchemical ingredients. Potions that are better than what I can make myself. Grand soul gems (all kinds of filled soul gems for recharging of weapons if my character doesn't use conjuration). Spell tomes for mages. Food and drinks. A house or two (city or Hearthfire). And if I find a good enchantment I've been looking for, I'll buy it as well.

Early on in the game I would buy better weapons/armor but only if it was a big significant difference from what I currently had. Most of my money would go towards building homes and occasionally training.

Like most the others the most is spent on building a HF home. I might find some really nice item I need from a vendor and buy it for a couple thousand gold. But generally I just have no need for it.

Most my characters start collecting jewelry around level 10 since I have so much I can't even sell it all. I end up with a chest in the house just full of the stuff. My current character is a rogue in the Thieves Guild. With the guild restored he can sell everything and ... well lets just say I'm thankful that gold is weightless in Skyrim. (Well actually I'm not as that is one of the changes they made to these games that I hate ... but that's a post for another thread).

Training, Soul Gems, Gear and House. You get to a point in Skyrim where you are so rich it doesn't matter anymore. I just buy everything I need.

I don't. I just don't pick it up. This game goes a bit Scrooge McDuck, and finding things is always more of a challenge.

Training and crafting materials. I still have mountains of gold laying around though.

My followers are equipped and live like royalty.