Sparring stops being effective pretty quickly, but the horseback and ranged weapon practices will let you train troops that are linked to those skills fairly easily. So khergit troops will get experience when you do horse archery training, crossbow troops when you use the crossbow for ranged weapon practice, etc.
I've also noticed that when you have more total troops of one type with you, more of them will be ready to upgrade sooner. So it might be worth it to recruit about twice as many people as you need, train half of them, and let the rest get killed next time you fight. Haven't tried it myself, though.