I've been training a lot lately too. Dubloons are definately cheaper. It might only save you about 1-2k per training round, but that makes a difference. What I did was buy 10 dubloon coins, spend one on an appetizer in the gourmet food place there, and then get 2 two dubloon coins and a 5 as change. I would spend one five, then go and get a one dubloon coin and make a second 5 with the 2 twos. I know it sounds long and complicated, but it probably saved me about 10k in the end.
Just 2 days ago, I hit level 40. Now I'm spending 12k per level.

I'm finally back for the summer, although hopefully I'll spend a little more time away from this screen.