Male character most likely, and PS3 console. Knights of the Nine but no shivering isles.
Okay, since you're playing a male, Imperial: maybe a blunt with the Steed to help compensate for slow weapon speed. The thing about most two-handed blunt weapons is, at lower levels, one or two hits and your enemy is dead.
With your setup you could go with a Knight or just a hardy member of the Legion. You could roleplay:
1. You a secret member of the Blades and you're on assignment with the Legion to root out Mythic Dawn infiltrators. You do your duty, helping others, but you suspect everyone. You don't know who you can trust, especially not that soft-spoken, come-out-of-nowhere bastard son of the Emperor. So ... weak. So ... undisciplined. But you're a Blade and so you do your duty. In the end, when Martin dies, maybe you've come to respect him a bit, and can't help wondering what the Empire would be like ... had he lived.
2. You're the younger brother of a one of the Kvatch guards. You're the one who got all the benefits. He went to work, you went to the Arcane University. He risked his life, you relished yours. His life was sacrifice; your was a study in excess. One night, after a drunken night of college extravagance, you're thrown in jail - where, lo and behold, you meet the Emperor. He helps you; you help him, and when you leave the sewer, you slyly consider just how much the amulet might bring you. After all, rent's due and those ales won't buy themselves. Then word comes: Kvatch is under siege. All too late, you rush to do your duty, only to discover that your brother ... is dead. This is the watershed moment in your life, from which you vow to live up to your brother's example - and take vengeance on the daedra that killed him!
:) ... or not.
~ Dani ~