--- I typically do Low Gravity on everything, since Asteroids, Comets and Moons are way more common than Planets. For my super-elite, dedicated Assault Troops, I do Extreme Pressure + Extreme Temperature + High Gravity + Low Gravity. I often add Desert alongside Low Gravity on my higher end troops, since Moons, Comets, and Asteroids often have the Barren terrain which makes those synergize well. Other terrain modifiers are done on specialist units which are brought in on an as needed basis.
--- For terrain other than Desert, I maintain a reserve equal to the number of worlds that have such a terrain, since during peacetime they double as a garrison and when war inevitably breaks out I might not need all or any of them, so those worlds stay better protected. Desert + Low Gravity is used on the high-end troops and a reserve is maintained equal to the number of "important" worlds. Overlap between the two often occurs on habitable worlds with Forest, Jungle etc.
--- Basically all line troops with the exception of planetary militia are given Low Gravity training, while in larger games an elite force above and beyond the Assault Troops I mentioned before are created with basically every training option. They tend to be self-contained armies, on the small side and I seldom have more than a handful.