My character is an escaped gladiator from the imperial Arena (Spartacus style, baby.) who took part in a small revolt. Many imperials died, and he split off from the others to return to him homeland. To avoid too much suspicion, he ditched any combat equipment and tried passing for a farmer when he got captured.
Spoiler
He was cut off from the outside world for a very long time. Now, seeing his kinsmen fighting back against the imperial occupation, he's joined the Stormcloaks. The imperial captain wanted him dead for having killed a soldier while being arrested.
As a gladiator, the character is very headstrong, stubborn, and egotistical. So he never backs down from a quest or challenge of any form. I've avoided the thieves guild for obvious reasons, and the dark brotherhood because they murder unarmed civilians, which is dishonorable. Oh, and the mage college is for old men and girls. :bolt:
My choice of equipment is light armor, plus a shield and whatever one-handed weapon suits the fight at hand. The only weapon spec I've taken so far is for the mace armor penetration, but I usually stick with a sword. I never use bows or magic, which has made the dragon encounters rather difficult... Especially considering a gladiator would never run and hide.