I don't play oblivion two months ago... I want to start something different...
What should i try?
Mage Class?

If you haven't played a mage character, I highly recommend it. The thing that I love about Oblivion is that you can almost make any kind of character you want, I mean it can be anywhere from a Redguard who is an expert with long blades and just wants to sell his skill, to an antimage who hates magic and has made it his personal mission to root out all magic in Cyrodiil.

How can we answer this question without knowing what you've played in the past? Tell us what you've done before. Then we can suggest something different.

I've made a warriror called Sepht Vultori, i didn't played it to much.
Then i made Veronica Vultori, Sepht's sister, i've played a lot with this character, she's an assassin
The last character i've made was Sir Clyde a Knight and Veronica's mentor...

You seem to have already done the melee combat side of things. Try an archer, a pure mage or a mage specializing in a certain school of magic? Try out a race you've never played before. Play an Atronach, if you haven't done so already. Make a completely randomized character and see what happens.

A mage sounds like a good idea. Mages are fun!

Perhaps an Argonian Dragon Mage?

Or Bosmer Mystic Archer?

Veronica Vultori is an Assasin Archer...
But maybe i'll play as a mage.

Do it do it do it do it do it do it

Yeah, Mages are hugely entertaining to play.