Hey. I started a new char, few minutes ago. Now, I have some basic knowledge of this game and I know that in order to feel more powerful you need to lvl a bit slow so you can have your skill at high level while the mobs are still low lvl..
Now, my intention is to play this time as an pure Silent Marksman. Sneak attacks and such. Normally I rolled Wood Elf. This is my build:

Class: Adventurer
Specialization
-Stealth
Favored Attributes
-Agility
-Luck (I couldn't decide between Speed and Luck. I picked Luck at the end. I dont even know how Luck works..)
Major Skills
-Acrobatics
-Alchemy
-Marksman
-Mercantile
-Mysticism
-Security
-Sneak


I made this build. Marksman and Sneak will be my most used skills so i think its good idea to pick em as major skills. You see, I added a lot of funny skills also which I wont be using a lot (resulting in slower lvling) as Mysticism, Mercantile... The only thing that bugs me is Acrobatics.. I think I should remove it..

Also, where to put my attribute points when lvling up? Agility, Speed and Luck?

Any info would be much appreciated. If you think I should remove some skills, or add some, please share your opinion. And thanks!
Now I am off to take small nap (/yawn) but tonight i plan to exit the sewers and continue my journey with this char. I hope I will have great time!

I'd keep sneak as a minor myself, it levels up extremely fast, for me as an archer. I like Acrobatics, it has helped me more times than not, especially the Journeyman Level Perk, which is essential to a Marksperson, imo.
You have three skills which contribute to Agility. I'd dump two of them, one being the reason stated above, two, you will level too fast.
I'd suggest Restoration as a Major....
I go with luck as well. I've found that with a higher luck, my chance to knockdown an opponent with a bow shot has greatly increased. Not the 5% chance as the uesp states, more like a 25% chance. (Just a couple levels away from a chance of paralysis... if things go like they are going, things are going to get fun fast.) )Luck also decreases the cost of my custom spells, even when that school of Magic is maxed out.

Mysticism is great for Detect Life and Soul Trap. You might want to also consider Illusion, in place of mercantile. A paralyzing spell, is a wonderful companion with your bow.

I like acrobatics for my marksmen characters.
It levels slow and is very helpfull.

You also might want to consider taking blade as a backup weapon for when things don't go so well and you get surounded.

Another to consider for a major is Armorer, so that you can use an enchanted weapon and repair it yourself as soon as possible. An archer who is trying to minimize weapon and armor usage will not be raising this very fast, so the initial level lift from making it a major can help. You may need to buy training for it even then - it will be cheaper than paying for repairs. With Mysticism as a major, you'l be able to use (and so enchant with) Soul Trap right from the beginning, so the enchanted bow becomes a big temptation. Take some time to plan what effects you'll want on the bow, on which ones as poisons on the arrows, as the bow enchantments will require that you can cast the spells, so that might adjust your skill choices. If you go for multiple bows with different enchantments, will you have the strength to carry them? That might mean raising Blade, Blunt or H2H to get enough.

And the "what if they get to me?" skill. Do you want Block, or another weapon, or "on touch" spells?

Marksman is one of those skills that lacks a practical way to grind it's level up so trainers are a must. The rest of the combat skills you can just beat on shadowmere, then heal before knocking her out, to level them up.

If you use this as your main killing skill, you will not need to grind up in levels.

Still doesn't change the fact marksman is the absolute slowest leveling combat skill in the game. It just goes much quicker when set as a minor and buying 5x training sessions every level. Expensive, yet worth it considering how much damage that can be done with a high end bow. More so when 100 sneak is in the mix at the same time to bypass DR on sneak attacks.

Thanks for the replays guys! So I changed my build before exiting the sewers ,
Acrobatics
Alchemy
Illusion
Marksman
Mysticism
Restoration
Security

Everything is going great but I still feel like leveling too fast. I just followed the main quest and closed the first Oblivion gate and am already around 95% (or a bit more) in lvl 1. I think thats too fast.. I even keep myself from jumping a lot just so I dont accidentally level up.. But overall I think is good, I should stop being so paranoid and play freely..

One more thing, so far I used my bow as main weapon and nothing else, and i haven't had any problems.. pretty much everything dies before any melee combat comes.. I just hope it will stay this way.

I've found, that when I level up, I need extra arrows, or need to take extra care, as the world has leveled up around me as well. Then, once my Marksman skill hits its respective next level, I go back to killing things faster. Kinda like a see saw.

Good morning guys. I have one more problem,

look at this scrshoot: http://img214.imageshack.us/img214/1167/attributes.jpg

Why some attributes only got +2 , my Agility got +4 and only speed got +5?
Its weird, because I though i could raise my attributes like this: 5/5/5 or 5/5/1

Good morning to you to sir

You know how all skills are governed by attributes? For example, marksman and sneak are governed by agility. This means that the more times you level up the marksman and sneak skill before you get to the next character level, the higher the multiplier for that attribute will be. Only luck doesn't have any skills attached to it, so it's always a multiplier of 1. Your multipliers aren't all that bad to be honest, but not perfect 5/5/5 indeed.

From http://www.uesp.net/wiki/Oblivion:Efficient_Leveling#Getting_.2B5_to_Attributes:

When you level up, you may increase three attributes at a time. The more you increase an attribute's governed skills, the more attribute points you will gain when you level up. If you increase an attribute's governed skills by a total of:

* 0 skill increases, then you will get one point for picking that attribute
* 1-4 skill increases, then you will get two points for that attribute
* 5-7 skill increases, then you get three points for that attribute
* 8-9 skill increases, then you get four points
* 10+ skill increases, then you get five points for your selected attribute

If you level normally, you will typically only be able to increase your attributes by two or three points per level.

Using Sandovale's example:

For the Agility which governs Marksman, Security and Sneak

You could gain 3 levels to Marksman, 4 levels to Security and 3 levels to sneak, and that equals the "10" you need to get Agility to go up +5 for leveling. Or 6 to Marksman, 4 to Security and 0 to Sneak, is the same.
Same deal with the other attributes. Boosting your Endurance in the beginning levels is helpful, as this helps increase your overall HP. I wear Heavy Armor for several levels in the beginning before slowly switching out to street clothes. You can also concentrate on blocking blows or fixing gear.

edit: I don't efficient level my characters... it's not a bad start you have... I wouldn't worry about the 555 or 551 so much, as keeping your killing skill up there.