Random curiosity question for the "I walk everywhere" crowd....
How many characters have you made / do you typically make, in Oblivion? Do you just stick with one for months (IRL) / hundreds of game hours? Or are you making new characters alot (25-50-100 hours of play each)?
Me, I'm always trying new things. When I'm "done" with a character, I'll uninstall Oblivion. I keep an eye on mod development, and download things that look interesting. When I've got enough new things (and am done with whatever game I'm currently playing), I'll do a new install with all the new mods to try out.
So, I've done the walk from Azura's shrine to the vampire cave (for example) a million times. Once I've got both waypoints active, I'm going to fast travel between them - I'm not trying to make the current character last as long as possible, and I've seen that path many times before. It's nothing new. I reserve my playtime for walking to places I haven't been before, exploring *new* things.
But, like I said - it's because I play lots of characters, typically no more than 50-100 hours (and probably less for a number of them, if the mods turn out to not be so interesting, or if a nifty new game comes out). Same with Fallout 3 - my longest played character was ~75 hours. But I've started at least 8-10.
See i start just a few characters which i play 300 hours each or so. (on Morrowind I played more hours than on Oblivion). This is another reason this dual-fast travel thing is best for both play-styles. I don't really have to walk over the same places TOO much because of my play-style, so the carriage service is enough fast-travel for me. and for your play-style the "magic map" fast-travel would best suit it.
As for people that plan to walk
everywhere, lots of people are gonna bail on that objective, and the others are just very patient. I did it in Oblivion once, and it was tedious, and boring. too many quests brought you to distant places on the map. I have a feeling quests are gonna be located closer to the quest-giver a lot of the time in Skyrim. I think they once said something about radiant story "finding a nearby dungeon/cave/ruins you haven't been to for some reason, and uses it for the quest". <--(thats not an exact quote but something very similar to that was said i believe.)