yeah, I like being stealthy too, the perk that makes you not set off traps when you step on them is also handy at times..
Two things I'm having trouble with as a stealth char however.
1. Companions (as in followers, not the faction). I've reached the point where I just don't think I can do this anymore, shepherding this clanking maniac through a dungeon, setting off every trap as he goes by (once he got caught in the same trap 6 times in a row), and attracting every enemy nearby with his mediocre sneak skills. Heck even during the thieves guild quests a few chars you end up travelling with were fairly hopeless.
2. When all else fails. Basically when something has gone horribly wrong, maybe you sneezed while sneaking and stumbled into one of those rattling bone thingies, attracting a horde of angry draugr, or maybe it's one of the fights (like most dragon fights) where stealth isn't really possible, or maybe you fell off a cliff into a giant camp. In these cases, often your only remaining option is to sit back and take bets on how your corpse will land when it hits the ground. The probelm with most stealth chars is that if you take away the stealth, you've got almost nothing left.
I myself am a sneaky Nord Assassin-Conjurer. For companions, I generally tell them to wait in a nearby area where they won't be detected while I go about the business of killing the enemies in a room, then picking him or her up again to carry the loot.
As for when the [censored] hits the fan and you lose the stealth, I spam Shadow Warrior to get off sneak attacks in the middle of a full-on melee fight, and I conjure 2 Dremora Lords or Storm Atronachs to even the odds.