There is only one Master trainer for each skill. That means you'll have to switch which trainers you are looking for as the game progresses.
Journeyman level trainers can take you up to level 70. If you find an Apprentice level trainer, they can only train you up to a skill level of 40. Trainers come at different skill levels, just like you.
They will not only make your character stronger, but they also will improve your bonus multiplier for the Attributes that you are allowed to increase each time your characer levels up. Make sure you do all five of these each time. You can only train five times for each level that your character improves. Trainers will give you an automatic increase in a skill level for a price which increases as your skill level goes up. That is, of course, unless you find a trainer. For instance, if you want to level up Security, you'll have to pick as many locks as possible. To level them up and make your character more powerful, you need to repeatedly perform an action that that skill governs.
But before we get ahead of ourselves, let's take a look at who trainers are and what they do. You should begin doing it at the very beginning of the game. Training is a vital part of building your character in Oblivion.