I favor stealth-sh characters, and have played them in Oblivion and Fallout 3 / NV.
Below are my thoughts for my first (Stealthy) character for Morrowind. In many respects it is part Archer, part Nightblade, and part Assassin.
Bosmer
Stealth
Favored Attributes: Strength, Luck
The Lady (+25 Endurance, +25 Personality)
-- with favored attributes and sign I strengthen almost all the weakest attributes for Bosmer --
Majors:
Marksman, Sneak, Security, Alchemy, Armorer
Minors: Illusion, Alteration, Light Armor, Short Blade, Spear
My thoughts:
This particular build includes at least one Skill for each Attribute, and has at least one skill for each attribute as a MIscellaneous skill so it can be use to obtain bonuses on level-ups.
Favored Miscellaneous Skills:
To get bonuses for Endurance I will train some combination of Heavy/Medium Armor.
To get bonuses for Strength I can use Acrobatics and perhaps train Long Blade.
To get bonuses for Agility I can train/use Block.
To get bonuses for Speed I can use Athletics and perhaps train Unarmored.
To get bonuses for Personality I can train/use Mercantile and Speechcraft.
To get bonuses for Intelligence I can train Conjuration (I enjoy summoning "cirtters").
To get bonuses for Willpower I can train Mysticism (Mark/Recall and detecting enemies).
With Marksman/Sneak as majors I should be able to kill a few things right out of the starting gate, as it were.
I tend to prefer Athletics and Acrobatics as miscellaneous skills ... that way I can use them as much as I want without worrying about them leveling me up.
I am a min/max'er and really cannot help it; I am an accountant, and I *will* create a spreadsheet to help me level up properly.
Spears are in there because I can use them to fend off foes who get too close, and will help level up Endurance. I anticipate using them more early in the game when I am weaker and perhaps not carrying a shield.
Short blades are obvious; I can use them later in game when I am stronger and when Block has been leveled up.
Being in-class, Mercantile and Speechcraft (and Acrobatics) will level up almost as fast a minors, but will obviously start at lower levels. Are they (particularly Speechcraft) easy to level up to a useful level?
Some Questions:
Alteration or Speechcraft as a minor? Speechcraft is a little better fit with the Stealth class, and would leave Alteration free to train. Alteration has some very useful skills for a Marksman character, particularly levitation, so I want to use it. Is Alteration relatively easy to train up from Miscellaneous to a level where I can practice/use it?
Or, would Acrobatics be better as a minor? Acrobatics as a minor has role-play appeal to me because Bosmer have a +5 bonus, and then I would have all Bosmer skills as majors/minors. But then I would be choosing Acrobatics over both Alteration and Speechcraft.
Armorer or Light Armor as a major? I want to be able to fix my own stuff, particularly as bows and spears wear out more quickly than many/most other weapon types. As listed above, all the skills that can consume/destroy physical resources are included majors: bows (arrows), security (probes), alchemy (ingredients), and armorer (tongs, hammers). Including these as majors means that I won't waste these resources during the process of learning the skills. Hopefully with Light Armor as a minor I will be able to keep myself alive (thankfully Bosmer have a bonus here).
Xbox or 360? Believe it or not, in all likelihood I will have my choice of console.
That is more than enough for a first post on the Morrowind forums. I have been surprised/impressed to see that people still frequent these forums, and look forward to hearing your thoughts.