I started with Oblivion, and yet my choice order (Vanilla) is Skyrim > Morrowind > Oblivion. I am yet to give a daggerfall a throughtfully play.
Seriously, I've had really awesome and breathtaking moments with this game. It's got flaws, but previous games also had them, and they're yet my favorite game series.
Off topic, but this is a common misuse of the idiom "exception that proves the rule".
http://en.wikipedia.org/wiki/Exception_that_proves_the_rule
It may be a misuse with regards of Its original use, yet It's the most common use It has now, therefor being widely accepted. That same expression is used in my mother language, Spanish, as well as in some other romance languages.