For the most part I will collect my own raw materials, using the quickest methods possible. For example I only pick flax in Lletya, as it's the quickest way. But for some skills it's just not viable or worth the extra time to be running around collecting this and that across the map. In the end it all depends on how quickly you want to train, powertraining is much quicker and for the majority of skills even with buying raw materials you still break even and someones make a substanstial profit per item you make.