Well with Hadvar when you meet the Torturer. After Hadvar and the Tortuer's assistant run off, you can grab the dagger on the table. Sneak behind the Torture and hit him for a sneak attack. You can use any weapon but daggers seem to have a speial non noticing effect, (he does notice but he won't "detect" you). After that its just rinse and repeat. Sneak trains so fast in Skyrim.
It is a good idea to turn the difficulty on Master so the Torturer doesn't die. He has an odd healing script on him when makes him go back to full fairly quickly.