Well, it came today (finally!) and I've been playing it for about 6 hours.

The build I finally went for:

Race, Sex: Breton, Male
Class: Combat
Birthsign: Mage

Attributes: Strength, Willpower
Major Skills: Blunt, Blade, Destruction, Restoration, Security, Light Armour, Marksman

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My character seems to be doing alright. I've only died twice, and that was because I ran into a room full of Guards after stealing a few items. When fighting, I throw in the fireballs from afar as the enemy runs at me, then I whip out the sword/axe (whichever I have equipped), and take them down. I use the bow if I'm shooting down at enemies from up high or vice versa.

I'm loving what I've played so far - still level 1, I've stolen around 200 items, hidden them all, been chased around the Imperial City a few times, found a few forts, done a few dungeon crawls, and murdered a few people who scowled at me.