Also between your choices, Warrior or Thief, I'd rethink the second. If all you do is role play a thief and level up your sneak, lock pick and pick pocket. If you ever decide that you want to level up your combat, just role a new character.
People here just can't seem to grasp that playing your character, as the game allows, in a fashion you currently desire has the capability of fudging yourself over if you ever decide to take your character in a new direction. No "exploits" about it.
So true,i learned that the hard way myself. I always play a stealth orientated assassin character in TES games,always. So recently i finished the DB quest chain and my character is basically a pure stealth throat slicing machine mixed with archery and i decided to give the Companions guild a go. Now i have no doubt that i could play out that entire guild as an assassin,but it didn't feel right in a RP sense..so i tried doing one of their starter quests as a Warrior type with heavy armour/2H hoping to level it up and make a mixed character...only to get consistantly destroyed by all enemies lol. Lesson learned =)
Also,an earlier poster was bashing stealth based characters for being too easy and the likes...Yes,that is true..its a pretty OP build in alot of ways,you can one shot pretty much everything if played right. However,thats the nature of the class and it wouldnt make any sense for it to be otherwise..and i doubt Bethesda is going to add Metal Gear Solid levels of AI to enemies purely for stealth gameplay.
However,the fun of the stealth class,particularly in TES,is the atmosphere in my opinion. Slowly skulking around caves and dungeons,exploring everything..hearing everything and seeing everything from the shadows,is alot of fun =) As is hunting in the wilderness. It comes down to personal preferance because for me,i find the more offensive Warrior type builds extremely boring after a while...its basically just charge in and melee cleave the crap out of everything you encounter then move on. Of course you get to engage in the epic boss fights and stand toe to toe with mighy enemies,which is awesome..and something that is sorely missed from a stealth assassin gameplay perspective,since you can pretty much kill everything before they even know you are there,including bosses lol. But thats the fun

Sithis be praised and all that....at least in my case lol^^
Again,its personal preferance and to the OP i would say..if you want epic battles,go Warrior..if you want atmosphere and a slower pace,go stealth - thief,assassin..whichever =) The game can be played successfully either way,it just depends on what way you want to play =)