I think this happens in every game where you sell things. Though the prices in Skyrim are particularly irritating. In your inventory, you can see how much these things are really worth, but when you try to sell them, on nooo....
Hah, by the time I had defeated Alduin I had so much gold I couldn't get rid of the stuff. (Also oddly enough Dragonbane was the sword I was using until the DLC came along and I decided to make myself a better sword)
At least Hearthfire came along and let me spend it on some land, though I wouldn't be adverse to the opportunity of buying a farm on top of that. .
And that is why you train with shopkeepers who will let you. Not only does it help you level, but the gold you used to train shows up in their gold. It only lasts as long as you stay though, if you leave and come back, they will be back to whatever gold level they were at before.