All the usual, looting and stealing. But then sometimes I make a tonne of iron daggers and hide bracers, and then enchant them and sell them off. Good way to increase enchanting and smithing skills as well. I like to make enough in the beginning to buy/build a house. That is my main goal first up. Then I have a place to store things.
Now, so far into the game, I have bucket loads of gold and my houses are brimming with things I need to sell. I mostly just collect gems and items over a certain worth. Nothing under, say, 200.
Think my next build I will try to make it more realistic and stick with one house, small amounts of gold etc.. Maybe my warrior build I am thinking of. He will live in Breezehome and be a companion.