Training weapons are not worthless, if you consider the term "Training". Since for most, a fortresses wealth is going to be low for the first two years, who in their right mind is going to waste this potential training time. You get as much training experience with a training weapon, as you get with one made from a weapon caliber material. They just suxxor in combat. You can always swap out the training weapon, for a combat one, when they become available.
There is a article on the Wiki, which suggests setting the squads on active duty at the outset. Which is good if the squad members have previous military experience. For rookies, its bad. All months on that schedule is set to train. On months with no scheduled work, if they are not busy, will individually train, which increases weapon skills.
No equipment, they practice wrestling(Poop). A shield equipped, they practice shield work(good).With any weapon equipped, they practice weapon work.
Main point to remember, if you need their civilian labors more, put them on Inactive schedule. Work takes priority, on months with no scheduled orders. If you want to make them full time soldiers, place them on Active, remove all labors. Military is the priority. Another goody, you can schedule training, stationing, defend burrows also on the inactive schedule. These take priority over work.
If you place them on active assign them jobs rarely used, but least gives them a civvy occupation. After any turns elite, place them on Active. They do not care about civ jobs then.
A nice schedule for Active early is Train a month, no orders next two months.