I'm relatively new to the Elder Scrolls although I did try Oblivion (got bored and hated the levelling up system). As a result I'm playing a Redguard (uncomplicated and straight forward) concentrating on dual-wielding one-handed bladed weapons and stealth. He's becoming a bit ninja-ish, to tell the truth and already has a katana that causes fear in opponents under level 12. I've let this drain as I can't keep up with the buggers when they run away!
The one drawback I have about the game, however, is that I hate playing wizards and try to do without all the alchemy/enchanting malarkey, or indeed bothering with spells. I suspect that this will come back to haunt me later in the game.