ghastley had it. To elaborate:
Use your local map only. It's very easy to overlook the door. Maddeningly easy... I speak from personal experience as well. Once you find the door, I use this method, and it works time and again:
I stand near the doorway, and look towards the main tower if I can. The Tower Portal I mean. If I cannot see it, I move as far as possible so that I can see the tower, then note which way I am facing. If I have to move far away from the doorway to get eyes on the tower, I try to extrapolate what that means in terms of compass direction.
^^ This is obviously a lot easier if you can see the tower from the doorway. Save your game often. The planes of Oblivion are a dangerous place.... (sounds like a loading screen
)
I enter the tunnel. Sometimes there are two exits in these caves. I try to take the exit that is more oriented toward the compass heading I'm directed towards.
Here's the deal though, entering the exit of the current cave will randomly teleport you to a different cave. I've been randomly teleported five times in a row in one Oblivion Gate, talk about feeling postal
. Just keep on your compass heading, and you should find yourself on a higher plane, often being able to actually see on your local map the first cave entrance. Work your way up. You might even have to enter yet another cave system, though the cave systems that are higher tend to be just one cave with the exit to the Tower Portal, unlike the cave systems that are lower on the mountain, which can bring one to one's knees, I been there brotha.
Alternatively, those special city gates are optional, as noted ad nauseum above.