I build the build around the character's story, rather than doing the build first, then trying to fit a character into that.
I have a slave, turned knight in Oblivion. A former skirmisher with a local clan in a distant land, he was a part of the losing side, got sold into slavery, picked up by the empire for fodder in the Arena. He found that there was a way to win his freedom, win ten fights in the Arena. I did not allow him to leave the Bloodworks, he was forced to use either the claymore, or when that started to deteriorate, the hammer. He won his ten fights, won his freedom, and is now a member of the Order of the White Stallion and Order of the Virtuous Blood. All DiD.
Four majors only, sign of the Atronach. Restoration, Conjuration, Speechcraft, Blade. He has, along with his fellow knights, established fully-stocked bases at the home base, Fort Grief, The Imperial City, Aleswell and Battlehorn Castle. Not really a dungeon diver.