Hopefully you've been doing some searches in the forums, reading, and understanding why an auction house is a very bad idea.
That said, getting your Legerdemain skills up (especially the Trafficker passive which increases your daily fence limit) is something profitable that you can do on your own. A lot of cities have a lockbox loop that you can grind ... especially Riften which has a small radius.
You can also sell goods and services in zone chat. Not as effective as the guild traders, but certainly an option in some of the more traveled zones. Are you a crafter or aspire to be a crafter? There are players asking for crafting services (e.g. gear, glyphs, potions, etc.) all the time.
"May you walk on warm sands."
"First, I would ask that you look to the poor and the suffering around Cyrodiil. Look into their hearts, and then look into your own."
"May Auri-El's light guide you in your darkest hours."
If you want to sell things in game, you either need to be in a guild with a trader or sell in zone chat.
If you sell in zone chat, you can sell things as you get them or if you prefer, make a quick message and sell a sort of regular catalog of stuff. I see people who sell crafting materials, crafted gear, and furnishings regularly, along with people who focus on selling rare items like BIS weapons. Make sure you know the going rate on those items, since zone chat can get brutal if you are offering a bad deal on items.
Making money without selling to players is more difficult but doable. The slow but steady method is to vendor all the junk gear you get from killing stuff in zones. You'll also want to steal items to sell to a fence as you can make plenty of money through the justice system if you are willing to put in the time.