Normally I would create a Wood Elf, The Thief, Agi - Spe, with the following majors: Light Armor, Marksman, Blade, Acrobatics, Conjuration, Armorer and Sneak...
Reading a bit on this forum, people tend to favour slow leveling and having high-levelling skills as sneak as minor... So could a build be something like: Light Armor, Marksman, Armorer, Acrobatics, Hand-to-hand, Heavy Armor and Blunt? And would Blade, Conjuration and Sneak level fast enough as minors?