My favorite to train is SFs and stretch PFs. They are difficult to train, but so valuable once you complete them. Your SF really dictates what type of offenses and defenses you can run properly and I prefer to build them myself than spend forever on the market trying to find the proper player.
I try to hide weaker trainees in games I either can't win, will win easy, or scrimmage games if neither option is available. I make sure to stagger my trainees so I have 1 or 2 at least that can play at or near the level of competition for my league.
Another trick is to train 1 Guard, 1 SF and 1 Bigman. Guard and SF play league games during guard training and SF and Bigman play league games during Bigman training. It takes quite a bit of planning to get this to work out properly, but it can be very rewarding to have well balanced players AND remain competitive during both league games.