I'm returning to rpg's after a long long...loooooong hiatus. Oblivion's seduced my with it's "way bigger than you" scope. Yay.
I've read that the enemies in the world level up as you do, and have read lots of details on the mechanics of this - but I wanted to ask experienced players in more "in general" terms: If I find myself in a tough dungeon or ruin and suddenly I'm waaaay "out-gunned" by foes does it pay to leave, go work out (rocky balboa style), beef up my skills/stats/equipment and come back for round 2? Or are those enemies going to spend that time doing the same one-handed push ups and jump roping to eye of the tiger like I did? Is it better to sit there for an hour trying to pick them off one at time with hundreds of tiny, little mosquito bite attacks?
Yeah unfortunately they are going to get jacked up right along with you. Even if you level almost perfectly it seems like they still catch up. Leveling up minor skills is the secret though, because since they don't increase your overall level, you can get them extremely high at low levels and be fighting low level enemies. Enchanting can turn any weapon extremely deadly if you stack elemental weaknesses and damage, and add in a soul trap for 2 seconds so it recharges itself, assuming you have Azura's Star. If you are using destruction on a character then a simple drain health 100 pts for 1 second will cost very little magicka, but instantly kill all enemies with less than 100 health.