Building houses is said to be good skill gain, but you can't even do that until you hit 30 [[masonry]], and at 75 skill I personally gain no skill using my WoA/CoC [[trowel]] even after putting up 10 walls.
The best way to gain skill is to simply improve [[grindstone]]s grindstones and other items that fall under the [[Stone cutting]] sub-category another way is constructing low stone walls. Many towns don't allow [[statue]] spamming, as this contributes to lag, while [[grindstone]]s grindstones can fit in [[chest]]s chests and be carried easily, which is why they are preferred.
The bonus to this is that you will also have higher percentages on making [[stone brick]]s bricks and [[stone slab]]sslabs. Improving [[forge]]s forges and [[oven]]s ovens is also great skill gain, but does add a large amount of clutter to an area.
Another decent way to train masonry is to improve [[iron fence]]s fences with [[stone brick]]sbricks. At 27/28/29 Masonry you gain around .031/.029/.027 masonry skill per 30 second improvement.