Maybe not the most efficient, but a combination of the three should net you a steady stream of gold without having to join any guilds. It's especially nice with bounties as they usually send you to bandit camps or after dragons, which provide their own nice loot.
Quite right! And after level 20 or so, you start seeing a lot more gems, which are perhaps the best items you could possibly loot if you're looking to make gold. They weigh almost nothing and are worth a ton. In fact, it might be well worth doing the Barenziah quest for Prowler's Profit.
Do dungeons - the magical equipment sell prices really add up
Steal stuff - I easily got about 200 bottles of Black-Briar mead in Riften in a single night - that's about 5000 gold base value, not to mention the Reserve you manage to pick up along the way.
Stealing stuff from well-equipped stores is good too, Radiant Raiment has plenty of valuables lying around.
I believe it would be pickpocketing. Some citizens have jewels on them, and it levels up pretty quick if you're using the thief stone and is Well Rested (one or two levels per successful pickpocket in average). Problem is: I think you would need a fence to sell all this stuff...
Thievery. I made a thief character and pickpocketed everyone at Riverwood and Whiterun, it's easy to pickpocket after you get the first perk. When I went to Riften to sell my stuff, I gained 75K gold without any speech perks. I wasn't even using any perks that improves the chances of getting better loot.
I suggest thievery and brawl missions if you have the heavy armor perk that increases unarmed damage.