I did, but that wasn't roleplaying, that was power gaming.
My 2nd character (Renee Gade the first) was like this. I was power-gaming, not roleplaying. In my defense, I can say that I had just bought Oblivion and it didn't even occur to me to try RP until I discovered a UESP page detailing different RP ideas. RG1 had started the MQ, finished the Arena, was getting close to finishing up the MG and FG. She had dabbled in TG and DB (also taking part in a variety of minor quests) when one day I was like ENOUGH!!!!
Her game was schizophrenic, going in all these different directions, and although I enjoyed the fact that I was busy, and this busyness seemed as if it would last for years, I wasn't really into RG1 as a character. Like I said it didn't occur to me to RP her; it had been years since I had actually did this. And after awhile, the extreme mixture of good and evil pursuits did start to bother me. When the glass-wearing bandits and dozens of minotaurs started showing up in her game, I finally couldn't tolerate it anymore and stopped Oblivion for 3 or 4 months.
Renee Gade II started up in April 2009. With her, I think I stole one of those UESP ideas, and created a rogue-warrior character, also borrowing a few idea from Xena: Warrior Princess. RG2 didn't use any magic whatsoever (except the default healing spell) and I found that having limits such as this actually immersed me into the game more than I thought it would. I was hooked! I also incorporated encumberance limits (no more carrying 7 weapons, 3 armor suits, etc), limited her to Arena, FG, and eventually KotN, and placed her major skills carefully, so that her game would level up more slowly and I would never have to witness a glass-wearing bandit ever again!