Anyway, for the third plane of Oblivion, I kept getting killed fairly early, so I just ran for it. All the way to the Sigil Stone. I didn't fight one enemy and yet made it through on the first try without dying. Of course it wasn't the most fun thing but neither was getting killed.
I'm wondering what your strategy is for getting through the planes of Oblivion, specifically what spells and weapons you found to be most useful.