Methos doesn't take many students. He doesn't have the temperament for it, not really. And he's already outlived virtually everyone that he's ever known, and it makes him unwilling to take on someone that he knows won't survive no matter what he teaches them.
But every once and a while, someone comes along with the potential to be great. To be amazing. To survive when almost none of the other young pups out there will. Those young Immortals, the ones whose drive to not only survive but thrive is as strong as his own, those he's willing to teach.
There haven't been many, but every student that Methos has trained since he left the Horsemen is still alive. And what makes him the proudest is the fact that the Watchers haven't found any of them.
Because Methos doesn't just teach his students sword work, though by the time he's finished with them his students are some of the finest with a blade in the world. No, he teaches them to hide, to blend in to the crowd. He teaches them to look innocuous, to give off an air of complete harmlessness that can fool even the most cynical Immortal.
He teaches them to survive, and in return they help him to remember to live. And if at the end there is no one left at the Gathering except for him and his students, Methos won't be a bit surprised.
And when that day comes, he'll teach them to survive the end, too.