Im starting a new game and i have decided to create a self sufficient character. ive got some ideas for the skills i would like to pick but i would like to know what other peoples opinions are on what are the most self sufficient skills.

I'd say

Restoration: so you can heal yourself without using your potions (hence preventing you from having to find/make them)
Marksman: Not really required, but it'd fit the "ranger" archetype well
Alchemy: i think this one speaks for itself
Armorer: So you don't have to find new gear or buy some. also raid marauder forts sometimes because they usually have repair hammers
Light Armor: protection with mobility, also fur/leather armor is Rp suitable if you're going to Rp
Sneak: so your wild game (boars, deer, and other animals) don't know you're there
Athletics: chase things and move around quicker

I also recommend (if you play computer) some portable campsite mods, as well.

I would choose

alchemy
conjuration (for the bound weapons and summons and armor) (Every weapon/armor is weightless and bound weapons can not be knocked out of your hands to my knowledge)
alteration so one doesnt need lock picks
a weapon skill (to go hand in hand with the bound weapon you choose)
restoration (for that absorb health)
illusion (to have your targets either come close or fight for you)
block (to protect one from swords/maces/hand to hand) or any other skill that helps you

In plain Oblivion, the only "magic" skill with which you can be truly self-sufficient is Alchemy, simply because you have to buy spells in order to learn them. Every other skill, it seems to me, could be self-trained.

I have one such character - a self-sufficient "wild" Wood Elf who detests civilization, and never sets foot inside a town, village, or inn. I have the Spell Tomes DLC, and a small mod that allows a character to create spells without being a Mages Guild member. It's a fun character to play occasionally, but the rule about staying out of town makes most questing pretty impossible.