Oblivion's main plot was so full of plot holes I don't know how anyone could list it as the 'best' out of anything.
Why did 3 Blades attempt to escape with the Emperor through a dungeon to Cloud Ruler Temple instead of marching with a full legion?
because marching with a full legion doesn't help against assassins, not getting noticed, helps against assassins. Notice that his three sons were already murdered despite their obvious constant protection. When we meet the emperor it sounds like something has already accord, most likely an attempt at the emperors life, which means that the mythic dawn had already infiltrated the bastion.
What were they planning on doing once they got out of the dungeons? Having the Emperor swim across the river and then walking up the only road to Bruma protected by only 3 dudes where he could easily be attacked?
They were planning on making a stealthy get away, while the mythic dawn was occupied with searching inside the bastion.
How did the Mythic Dawn know that they would attempt to escape through the dungeons in the first place?
Because the mythic dawn were well prepared? Had done research? This is not a plot hole. Baraus even explains it, it was supposed to be secret, to turned out to be compromised.
Why did Baurus choose to allow some unknown prisoner to take hold of the most important artifact in all of Tamriel when they might as soon dump it in the lake as soon as they got outside, instead of taking the necklace himself and going to Weynon Priory himself? Did he have to stop the rats from eating the Emperor's body?
Baurus explains this right at the scene. *sigh*
How did the Mythic Dawn know that the Amulet would be taken to Weynon Priory given that apparently almost no-one knew Jory was the leader of the Blades?
Again not a plot hole, you even say it yourself, "apparently almost no-one knew jory was the leader of the Blades?", apparently, as in, that how it was supposed to be, it turned out to be different.
Given that the Mythic Dawn knew the priosner took the Amulet to Jory at the Weynon Priory, why did the Mythic Dawn allow the unknown prisoner to waltz over to Weynon Priory without attacking him?
How do you know that they knew that at the time? Could it perhaps be that,
they did not know that the amulet was entrusted to you, nor how you looked like, but knew where the amulet was when you gave it to jauffre. because they knew about Weynon Priory?
How did the Mythic Dawn know that Martin was the son of the Emperor given that only 3 people (father, mother, Jory) knew of his true origins?
Because the [censored] information was compromised, because at some point somewhere someone messed up, or because the mythic dawn have magical means to get information. Do you think that if people keep something hidden, that it then becomes IMPOSSIBLE to find out about it? This is not a plot hole, and I find it hard to imagine you sat and went "but...but...it was suppose to be a secret", who cares how they found out, what matters is that they found out, deal with it.
Nevermind the fact that there is supposed to be an invasion that will occur, and that if as Baurus says that we don't get the Amulet to Jory NOW then the world will be destroyed, yet the whole gameplay concept is based around doing whatever you want. So instead of worrying about that invasion, which consists of a couple of gates that open across the countryside with a couple of monsters waiting outside for you to come along and put them out of their misery, you are instead told to run off and collect ingredients, steal stuff, and commit murders. The Fighters Guild is so busy worrying about the Blackwood Company, and the Blackwood Company is so busy going on drug filled rampages that neither of them seem to want to worry about, you know that kinda imminent daedric invasion.
Yeah, that would really be a great point if it wasn't for the fact that all the games in the series have this problem.
The end result is a main quest that continually emphasises how fast paced it is meant to be but ends up being deflated by the strengths of the game genre that it is meant to be a part of.
I disagree.