I'm a mage, so all my 7 main skills are the magic ones. I've noticed this approach too, and often walk around casting spells while I'm on my way to do other things, like detect life, light myself, invisibility etc. Quite quick to gain levels, only problem is that I'm reaching too high main level too fast I think. Only started playing a few days ago, and I'm level 20.
One good combo is to summon a creature to increase conjuration, then fire at the creature with some spells to gain destruction skill (they will not attack you). I feel this is a bit better than hurting yourself...

Also just create lots of potions - useful or not (sell them) - out of everything you find to quickly gain alchemy skill, and some money by selling them. My potions sell for about 40+ gold now, so 100 potions created in a few minutes is a safe and easy way to make money...
