Keep some dragon bones and scales for dragon armor later. You'll be kicking yourself for selling them. I make plenty of coin working for people, selling firewood in Whiterun (this is a daily cash cow) and selling random petty stuff off my kills. If it's free, it's pure profit.
If you have Lydia, use her as a pack mule!
You can also store things in random chests or barrels as long as you come back to get them within a few days. I store heavy armor and weaponry here and after a big take, just do a few fast travels to offload gear and make some coin.
I used to be consistently broke in Oblivion, but in this game... I don't ever buy anything - I make it, or steal it! Haha.