What difficulty setting do you keep your game on? This is for any ES game that allows you to change the difficulty. Early on I usually keep the difficulty on default, but as I get into higher levels and enemies health rises into the ranks of the gods, I turn it down to about 25% for realism, so it only takes 3-4 hits to kill an enemy.
I keep it at normal, usually unless it becomes crazy hard (then I turn it down a little). Also I sometimes temporarily turn it down when I get stuck. One thing that does not = fun to me in any game is dieing over and over and over and over (so I use my resources to make sure I don't).
The thing about turning down the difficulty in TES games is you level up less because you swing your weapon less, use less magic, etc., so its most of the time not a good idea to turn the difficulty slider down.