Abandoned mine has ATON of enchanted swords and orcish and mithril
Umm... actually, Abandoned Mine
might have enchanted swords and might not. Loot's basically random - you might find a nice enchanted weapon and you might find 17 Septims and a flawed topaz. Plus, it'll never have Orcish armor - it's a bandit dungeon, and bandits don't wear heavy armor. AND it'll only have mithril armor if the player's at least level 10, and then we're back to random lists - at least some of the bandits might be wearing it, but there's no telling if any actually will.
To the OP - for simple and convenient shopping for armor and weapons, I like Dzonot Cave (already mentioned) for light and Ft. Alessia - south of the Imperial City, near the long bridge over the Niben - for heavy. Ft. Nikel, just to your left at the beginning of the road from the IC to Chorrol, is another good place - it's one of the few dungeons that contain both bandits and marauders. And yeah - Rockmilk is the best - lots of both, so lots of selection.