You asked in the Oblivion forum so you are bound to get a chorus of voices praising Oblivion. Personally I prefer Oblivion to Skyrim because Oblivion has classes, attributes, more skills, more spells and spell making, a disposition system that can be manipulated by the player through speech or spells, fame and infamy, birthsigns, etc.
However many prefer Skyrim for its higher resolution graphics, grittier atmosphere (Oblivion, although beautiful in its own right, can be a bit cartoony and often downright corny), more modern and fluid combat, it's simpler character leveling (Oblivion's character leveling system can take a bit of getting used to) and it's more sophisticated world leveling (Oblivion's world leveling is a bit heavy handed).
Really, only you can decide. This link highlighs differences between the games and may be helpful. http://www.uesp.net/wiki/Differences_Between_Morrowind,_Oblivion,_and_Skyrim