This is why I'm glad they've removed the rigid system of Oblivion, being able to change your character or experience a life changing event that changes your personality is very realistic and many of my characters undergo such game related changes. I've had characters who started out very naive and innocent, become hard-hearted harbingers of death.

I'd say leave the Dark Brotherhood for last as it's hard to justify becoming a Companion or College member after being a contract killer unless you play someone who's had a change of heart and refuses to carry out a certain contract or something along those lines.

Likewise, I never stick to one "build", my characters evolve, change, things happen in their lifetime that makes them think differently. I really dislike thinking as my characters as "builds" Did not really like the class system in Oblivion, like you said, it was rigid.

They may not allow a college mage to join their group, but they would have to know who they are first. They dont have the internet in tamriel, so knowing someone's face right away is a silly concept.

Why shouldnt a warrior type be able to cast magic? What would stop them? If someone is skilled in magic, could they not also be skilled with a sword? They are not mutually exclusive skills and should never be treated as such.

Criminal past also applied to the companion/mage issue. They can only discriminate if they know your past, which how could they? A truly good DB member or theif would never be known publicaly, else they failed at their one and only job, to be sneaky.

They may be deceived into having a superficial and false impression of your character, but truth is that you live by ideals that clash with everything they stand for.

The Companions idea of honor isn't a loose one as you know.

That said, a battlemage wouldn't be too much of an issue.

I think Tonedog got it almost right. There are a few things I would change, but it's very close to what I'd recommend.

Obviously, you could always do the "multiple personality" thing, which would probably be fun because you could switch between guilds and quests as you saw fit - however, I'll recommend a different approach.

From a roleplaying perspective, you've just escaped Helgen. Don't follow Ralof/Hadvar.. run away, do your own thing. Go join the Thieve's guild. It makes sense, you have next to nothing, rp that your character is desperate, has almost no moral values, and sees the Thieve's guild as an excellent opportunity to get ahead in life. So you complete it, and then your character decides that with the new skills he/she has learned, the Dark Brotherhood would be even more profitable. So you join the Brotherhood and complete that, but your character only does it for the money, not because he/she is obsessed with killing or worships Sithis.

Afterwards, your character has a turning point. This will be up to you as to what happens, but your character turns into more of a warrior. I think the RP here will be best to use a Nord who falls in love with the land, and wants to see it free from the Empire. (With the Dark Brotherhood's ending, this connection works best imo.) So you join the Stormcloaks and complete that. And maybe you do the Main Quest as well. From there, your character decideds to join the Companions. You complete the companions as well. I don't know if you plan to play any expansions, but if so I would recommend Dawnguard and Dragonborn. Complete those, and you've got a character who's done almost everything.

Now you're in the final stretch. Your character has seen quite a bit, changed dramatically, going from a lowly scum-bag to the honorable savior of Skyrim, and now there is only one thing left to do. Join the Mage's Guild because your character wants to unravel the mysteries of the magic of Nirn. This can also help doing the Daedric Quests - you do any that you come across because your character is now out to learn as much as possible. I think it makes sense anyway. You're already the incredibly powerful Dragonborn of legend. You've already done everything else worth doing. What's left for you to do other than spend your life trying to understand the secrets of the world right?

So now all guilds are completed, main quest and expansions are completed, civil war is completed, daedric quests are completed, random quests can be completed as you see fit regarding what stage your character is at regarding your roleplaying.

For the build, what makes most sense to me would be to focus on a stealthy, lightly armored fighter with magic support, since this can get you through the thieve's guild and the dark brotherhood. Throw block in and focus more on combat when you do the MQ, join the cloaks, and join the companions. Then finally focus more on magic when you join the college. Overall you have a jack of all trades character, skilled partially in stealth, combat and magic.

Hope that helps.