Gentlemen, I wrote a super long post but realised I was mostly blabbering so I'm gonna do it short and simple:

I'm gonna roll a Khajit for the first time ever (kinda hated them since MW) and I'm gonna do everything on this character who might be the last one I ever make. I want to try and do this without "powergaming" and in a way that makes some sense story-wise, thus I need a broad set of skills. I'm thinking along the lines of a somewhat experienced warrior traveling to Skyrim with a caravan, born under a Mage sign (reason for magic talent) and doing everything necessary to survive in his new homeland (thieveing etc). Doesn't like the Empire much I suppose.

Being a Khajiit sneak and one-handed comes to mind. What else do I need to fit in with the guilds and also to be able to hold my ground later in the game? Any suggestions are welcome.