Like the tittle says.. My game crashes after time I exit it. Maybe it's the mods, but I think there not because it only began after I install the Unofficial Oblivion Patch, Shivering Isle Patch and Mod Patch. Or maybe it's game because I'm "cheating" the game, like improving my skills through console commands. (*not that I play easy, it is because I'm experimenting thing*).

It's kind of normal if you're using mods in Oblivion. There is a Fast Exit mod at the Nexus, use that and you won't have this issue anymore. It is just an automatic way of using qqq in the console to force quit.