I read, research, and learn a lot. Stockpile stuff. Etc.
But when I think of "training", I think of repetitive practice to make a skill second nature and hone it to as near perfection as possible. Along those lines, my "training" includes:
(1) Map & Compass & GPS
(2) Firearms and marksmanship skills
(3) Piano practice - not needed for raw survival, but if you want to "survive with style..." :-)