Hi, i'm planning to play Oblivion after Morrowind. For morrowind i found this thread http://www.gamesas.com/topic/1305729-mod-recommendations-for-new-players/ and installed all necessary fixes, but for Oblivion i don't see such thread. What can you recommend me to install on vanilla steam GOTY oblivion?

P.s. is there any mods which will enable shadows from objects?

I'm not certain what you are exactly looking for but Unofficial Oblivion Patch is a must for Oblivion. Check it here: http://www.gamesas.com/topic/1445588-relz-unofficial-oblivion-patch-uop/