Are there any Mods that allow you to go to the level up screen when you level, without having to find a bed to rest, (I don't use OBSE or Wyre Bash, just OBMM)?

I suggest you start using OBSE, as that will open up your options considerably.

There is no reason not to, frankly. It is not an installation method (like BAIN, which is part of Wrye Bash), is a simple copy-paste to "install", and... well, that is it. If for some very strange reason you find it does not agree with your PC, it is just as easy to "uninstall" as well. Nothing to lose, as they say.

Once you have that in place, you could try Realistic Leveling, or Oblivion XP, just to name a couple.

Go to "Documents\My Games\Oblivion" and open Oblivion.ini
Search for this line:

bInstantLevelUp=0

Change the 0 to 1.
Save and close

Your Pg will level-up instantly when you increase your major skills 10 times.

Will that conflict with any Mods?

It could conflict only with leveling mods. But chances are low.

I have 2 installed Level Skills Faster and All +5 Attributes, which makes sure you have the full 5 points to put in up to three attribute, provided you increased skills connected to those attribute.

It's ok.
Level Skill Faster doesn't interfere with the Level-up event, and All+5 attribute only change some settings to increase to +5 all bonuses.

You are fine.

Using OBSE is like:
1) Grab the the current OBSE from here: http://obse.silverlock.org/download/obse_0020.zip
2) Extract the zip file
3) Put the extracted content in your Oblivion Folder, not in any subfolder, just where oblivion.exe is located. It should be the obse loader.exe, with two dll's (considering steam or retail oblivion).
4) start oblivion with obse_loader.exe (or OBMM should detect it automatically, if I remember well, you might have to use a left-shift-click on the start button in obmm)
5) thats all!

Next I would recommend nGCD from tejon. Perfect!

I found the part to change to a 1 but just one thing, you said that my "pg will level up instantly," what is pg and will the screen come up to assign attribute points?

I think he meant PC which means Player Character. And yes it will.

PC is your character, the one you make run and fight with your keyboard and mouse!
Sorry, bad translation! I meant PC!

And yes: essentially, with that settings, you will not see the level-up icon anymore, because as soon it appear (telling you to go to bed), the level-up instantly appear, without going bed.

Thank you guys but just one last thing, I'm going to add one more Mod which affects Endurace leveling, it's call Retroactive health, which fixes an ingame problem. I take it that this Mod should be OK with the change?

Regarding OBSE, I probably will get round to using it but I've only just learned to use OBMM. I am a bit of a Technophobe, so one step at a time.

Don't worry, only big overhauls can conflict with that setting!

Thank you.