I always wanted to play a character with a high bounty in every city; maybe even forge a full set of daedic armour to get in trouble with the Vigilants of Stendarr as well.
A build I would recommend would be Spell-sword. Its definitely not uncommon to have a travelling Spell-sword roaming the lands of Tamriel in search of work or Septim. The class caters to those who fancy a bit of the arcane arts as well as using blades as a means of destruction. According to UESP Wiki, Spell-swords are more nimble and athletic than a sorcerer, and better suited for spell casting than a knight, their attacks are unpredictable. They are students of combat and magic. The classes they are proficient in are:
http://www.uesp.net/wiki/Oblivion:Endurance
http://www.uesp.net/wiki/Oblivion:Willpower
http://www.uesp.net/wiki/Oblivion:Alteration
http://www.uesp.net/wiki/Oblivion:Blade
http://www.uesp.net/wiki/Oblivion:Block
http://www.uesp.net/wiki/Oblivion:Heavy_Armor
http://www.uesp.net/wiki/Oblivion:Destruction
http://www.uesp.net/wiki/Oblivion:Illusion
http://www.uesp.net/wiki/Oblivion:Restoration
Obviosly for skyrim, a couple of those wont work for they no longer exist but, being a middleclass spell-sword seeking adventure in Skyrim's time of ruin would fit.
A Breton, who is friendlier with the nords but still related to the elves and shares their magical affinity, would be a perfect character for this build. Bretons are known for traveling seeking fortune in their home land of high rock.
http://theskyrimblog.ning.com/group/character-building/forum/topics/character-build-the-obsidian-sentinel
A build I've always wanted to try, but am too lazy to do so.