I usually play a female Nord (only redhead) I tend to make her a evil megalomaniac that is bent on the complete domination of Morrowind.
First thing I do is join up with the thieves guild to gain the advantage of getting the advantage of getting those pesky bounties off of my head. Then I join up with the mages guild. (almost seems mandatory doesn't it?)
After working my way through the ranks of those two guilds I tend to join every other guild and house Hilliau (SP?) and work my way through all the ranks before even going through the main quest.
My character sees Dagoth Ur as a challenger to her ultimate goal of world domination. She only goes through the main quest to get to him and destroy him.
Course being
evil my character also works the quest to get Azura's Star, (really cool soul gem) in order to destroy and trap the soul of Vivec.
himself.
Well thats what I do if I am playing the game clean with no cheat codes or mods or what not.
My favorite weapons are thrown weapons, Knives, Stars, Darts.