I wonder if its okay to use sneak+blade on some occasions, and sneak+marksman on other occasions? If i level em all at once, is there a great chance of "screwing up my character" because my stats are too widely spread?

Also, as i've only played magic characters before; how well can an assassin type character adapt to the quests in the main story? For example,there are many occasions where the player has to kill lots of daedra in a war-like situation; that would render my sneak skill near useless eh?

Absolutely do whatever you like. Sneaky assassin, marksman type? Even though you have two skills from the same attribute (sneak and marksman) marksman levels so slowly you will be fine. My early archers would carry a blade for a while, until they were good enough with just the bow.
As for the main quest: yes, there is a lot of toe-to-toe combat, but you will be surprised by how much your high sneak skill will help out in those long portal corridors. In fact, beyond the big battles, I have to mix up how I approach Oblivion Gates, because going in all sneaky with a bow is really that overpowered.
That being said, I don't do the Main Quest anymore, save Kvatch. I shut down the one gate and then I'm done. Back to life on the road as a traveling knight, or my studious mage.