Each trainer is a certain level for each skill. For examle one trainer may be a novice in block, but if you are a journeyman in block this trainer is useless. Therefore you must find the trainer that is a higher level than you are. Also there is a skill trainer at each level called a master skill trainer. To locate these "master" trainers you must get to level 70 of the skill you want to fidn the master trainer for. Then go ask an advanced trainer about the topic "training" this will lead to a discussion about where to find the Master Trainer.

Master Skill Trainer

The master skill trainer will train you from level 70-100. In order to "use" a master trainer you must prove yourself worthy of teaching. You will most likely have to complete a quest for each master trainer to get training. Master skill trainers can also teach you special skills.

Notes

First off, you cannot raise a skill more than 5 levels, whether that be from the same person or different people from the skill trainers. Second, at certain times the trainers may not offer their training. This is because it is too late or too early. The best way to make sure this doesn't happen is to come at high noon.

Extra Help

This site offers the locations and more facts about oblivion skill trainers.