A good place to train would be the catacombs when you get farther in the game there becomes new enemies and they give you about 1000 exp. im at the end of the game training there its really good.

At the castle top....where you fight Hugh...there are monsters that will give you 800...but there are about 12 of them per room.

On the way to the Death's Boss room, there is a secret passage that takes you to a monster that will give you 20000 EXP when you kill it.

Also the Monster Arena will give you about 300000 for completing it.