Just a note, if you think you've finished Skyrim then you'll stop playing Oblivion VERY quickly. Skyrim had far greater content, better dungeons and, in my opinion, better stories.
The Oblivion quest line is more Go here, talk/retrieve item, come back. With fast travel you'll finish it easy. I'm guessing you do Fast Travel. Either way, you might finish it very quickly unless you take your time. Just a word of warning.
On Topic though: A paladin can use a 2h weapon, usually a warhammer. I'd say they are more iconic for me, but then I wasn't born in the days of Dungeons and Dragons. Restoration is important, with the Turn Undead spells. I wouldn't reccommend getting Marksman with a meele skill, you'll never use it, and Marksman is very unpowerful unless you train it high. Balancing the two skills will prove challenging. You might want Heavy Armour, since you'll be in direct fire.
You may also want to choose skills you'll never use, to combat the Level scaling.
Im going to have to disagree with you completely... Skyrim's quests are the go there, retrieve, victory type quests... Oblivion's are way more detailed and rich, and I've come across some very interesting quests in my travels. Skyrim is so linear and boring, everything you do, you've done before, it's the same game amplified on a larger scale. Very sad to say the least. It definitely dosn't feel like an Elder Scrolls Game...
I miss the sense of wonder while exploring. I never really feel like I'm going to find anything really cool while searching due to the random loot everywhere.The npc's don't really feel 'real' to me, if you know what I mean. The list goes on:
-Regenerating health
-Replacing strength, edurance, etc with just health, magica, stamina, (I know the system in oblivion needed to be reworked, but they went too far, I don't like how you can't increase your speed or the amount you carry), as well as the different stats races and genders had
-Getting rid of hand to hand and acrobatics
-Armour doesn't degrade anymore
-Fewer armour/weapon types (no silver or mithril, in addition to the fact that you no longer need a silver weapon to harm spirits)
-Combining longsword and short sword into just sword
-Fewer spells, diseases, and enemy types.
-No more dark dungeons (underground caves are one of the two places in the world with absolute darkness, the other being the bottom of the ocean, they shouldn't be well lit, even with numorous torches on the wall)
-No reason to sleep (I know the whole you-need-to rest-to-level system was bad, but I find it funny how my man character has spent almost an in game year and only has one hour of sleep)
-Intros to Thieves and Dark Brotherhood in Oblivion were better
-No ranking within guilds (seriously, in the college of winterhold, I immediatly go from student to arch mage in a matter of in game days)
-Everyone in the cities spouting the same one line to you if you get within 10 feet (this is even worse than when the npcs have really disjoineted conversations in Oblivion)
-removal of disposition and morality systems (again, these were bad, but shouldn't have been taken out entirely)
-All horses have the same health and cost (exception being Shadowmere)
-removal of arena
-no one comments on your actions (the Black Horse corrier was something I kinda liked)
-the removal of enchanted arrows (I know this is a balancing issue, but I would like at least a small fire/ice bonus to my arrows)
This is just a small list.
Skyrim was just a big let down in general. They made it out to look so nice, but it's really not. One of the things I hate the most is that the UI is absolutely horrid. Another thing, its snowy in northern cyrodiil, but grass and trees in southern Skyrim? dosnt make sense. Also there is only 4 zones, (actually 2. Snowy mountainous noth, west east, swamps in the north-west, and south-east, and grass in the south, and middle... VERY boring.
The guilds are terrible. In the Dark Brotherhood, it takes 4 hours IRL to go from bum, to Listener, just cause some jester said so...
The main side quest (the war) is so bad it's not even funny. Like 10 quests, 9 of which are to go raid an enemy camp/castle and claim the land, then finally you come to the enemy town, and you do a little raid with 10-20 men and execute the leader... So dull..
Edit: Some more major flaws... Removal of birthsigns was a big mistake. Attributes was also a big mistake. The map totally blows for me because it ruins a lot of the surprises, I come around a mountain, ALREADY knowing there will be a lake there... sigh...
And probably one of the biggest things of all... The game is so easy. Not even a slight challenge on Master difficulty. I can 1 hit giants/blood dragons no problem... It's overall just bad.
inb4: Play Oblivion
P.S. The graphics in Oblivion are not even bad... I like them as a matter of fact.