It doesn't feel like it's taking longer than in Warband at all. I think for every 2 or 3 looters I kill with my OH sword my OH skill goes up by 1, and I only have 1 focus on it, and 2 or 3 vigor.
Tournaments and arena fights don't level up your skills AFAIK (although they should IMO), you need to actually fight battles in order to increase weapon/horse/movement skills.
Put more focus points into just 1 or 2 categories and see how fast they start going up when you use them. Don't try to be a jack of all trades, that's what companions are for (complementing you).