"Have you seen any dark elves around? What a bunch of pricks."
"But I'm a dark elf."
"Have you seen any dark elves around? What a bunch of pricks."
"Riiiiiiiiiight..." *leaves*

Damn it, lazy writing.

Racial differences should have more of an impact on the game. Someone mentioned an Orc, so I will use that. An Orc should be better suited to a Melee character, and have built in weaknesses towards Stealthy and Magical avenues. However, they should not be gimped to not be able to succeed at those paths, it should just be harder. So, you could pick a race that makes it easy to be a thief, perhaps a Khajiit and play one way. Pick an Orc to be a Thief and have to spend more time buffing up the skills to be as effective. However, at some point, the Orc Thief is just as effective, it just took them longer to get to that point. But, if you pick an Orc to be a Melee character, you have an easier time with it, but the Khajiit needs to spend more time buffing up their skills.

It would be tough to balance this as it should be a zero sum scenario (the weakness in thievery is offset by the bonuses in melee) but it could make for a more involving game.