The Dothraki Camps! Raid the Dothraki camps. I run around with Westerossi Calvary and Westerossi Infantry. I don't lose any units every raid, Its day 80 now and I have bought all Enterprise Buildings in all of Essos, I have around 30k saved in the Iron Bank, Currently just a regular Mercenary.

You make roughly $3k to $5k per Dothraki Camp, and just sell them to the nearest City,
in the beginning it may be boring but Explore all of Essos and Westeros, talk to all the Village elders(150 exp), talk to all the Guild Masters (300 exp), explore all the ruins(200-800 exp + $$).

I noticed that selling prisoners was extremely difficult in Westeros, I don't know why. In almost every "Other" city in Essos had a slave trader.

Westerossi Units are very Overpowered in Essos in my opinion.

Oh yes, I almost forgot, Shield and Long Club(Yes that cheap A.s.s. weapon with 20b damage) During tournaments Drop a bet of $500.
Open with a Shield Bash to stun them then Hit them with the Club a few times. Repeat, I win all my tournaments this way... 3 Shields and a Long Club load out. Easiest $6500 you can make...