I can't find it on the bethblog link. Where is it now?

Hi. You have a http://theelderscrolls.wiwiland.net/?title=Daggerfall_:_DaggerfallSetup_EN right there. You just need to install it, and play.

I realize this thread is a few days old, but Bethesda recently allowed downloading Arena and Daggerfall from the official site again.

http://elderscrolls.com/daggerfall/

Keep in mind you need a DOS emulator to run it.