[Coot]

I always come back to stealth. I've tried a wizardlike type for a few levels and I took a Dunmer fighter to level 15, but I got bored with it, even with Combat Enhanced installed.
Stealth is neat. There's nothing like sneaking past Dremora lords or High Ordinators or a bunch of werewolves, quietly pry open a lock, get what you came for and sneak out again.
Also, playing a stealth like pc sort of prevents you from getting too powerful. That way various enemies will stay dangerous, even when you're high level.