One of my main characters, Arum, has never died yet, but I'm not sure I could let him go if it did happen.
I could try this with a totally new character, but I don't think it would be possible to keep up my main two, not with the skyrim release so near as well. So I'll turn a rarely-played Khajiit character into a dead is dead. She hasn't died yet either, but she's had a lot of near misses. (She's actually a re-incarnation, but that's a different, more complicated story.) I probably won't get chance to play her much but I'll be interested in reading everyone else's
Okay:
Name: Risa, or R'isa
Race: Khajiit
Main skills: hand to hand, conjuration, block, sneak. Doesn't focus on anything else.
Back story: She woke up at the stables outside Bravil with nothing but a mages robe, a bottle of skooma and the amulet of kings in her pocket. No weapon. There was a dead unicorn and a dead Bravil guard by her side. In the distance she could see a strange island in the niben bay so she decided to swim to it. She decided she had nothing to lose by going through the strange door, thus entering the shivering isles.
(What really happened was she didn't take the amulet to Jauffre, found a unicorn in the wilderness and rode it to Bravil, then punched a guard to death for attacking it. Complete madness. Perfect for the shivering isles.)
So Risa is going to do the shivering isles. She was forced to pick up a bow to defeat the gatekeeper, and she's kept this bow with her, but she still prefers hand to hand where possible, with the aid of a summon.
Somehow, I have a feeling she isn't going to survive very long, not without picking up a proper weapon anyway.