This depends a lot on your class and level, and also on whether you are grouping or soloing.
Sub level 10 or 15 or so on any class, just grab a weapon of the specific type you want to increase your skill in and get into fights with low blue con enemies. This will raise both your offense and defensive skills. Higher agility helps with raising defensive skills faster, and higher dexterity with offensive skills. The effect is fairly moderate though, so don't worry too much about it if you have a race with low scores in either.
Mid levels (20's and 30's) can be tougher, especially as a caster class, as enemies start hitting much harder. Melees usually won't have too many problems keeping their skills sharp, as they'll be in the thick of things whether solo or grouping, but it is very easy for a caster to go a dozen levels and hardly get hit at all when grouped up. This can make it more difficult to gain significant amounts of defensive skills. The only remedy for this is to get hit, a lot. Get aggro and take damage, and your skills will slowly creep up.
It's best to work on your defensive skills sooner rather than later, because enemies start hitting like trucks in the 40's and 50's. If you wait until then to try to max your defensive skills, it is going to be a much tougher slog to get through. Also, casters tend to have much lower defensive skill caps anyway, so if you work on them as you level, by the time you're in your early thirties they'll be maxed out and you won't have to worry about them after that.
Regarding weapon skills, pick weapons with a lower delay for faster gains. More swings means more chances to gain skill, especially if the damage is particularly low as well. For example, the Mosscovered Branch is a 5 damage, 15 delay two handed blunt weapon for melee classes. I put one on my 20's ranger and went from 0 to 125 2hb skill in less than half a solo level, fighting versus low blues and high green /con enemies. It swung so fast and hit so low that I gained nine skill ups off a single enemy once, it was great. Have a set of cheap, fast training weapons that you can equip every level or two and gain skill points with, before switching back to your nice main weapon for proper dpsing.
Hope this helps. Good luck!
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