To improve the gameplay I recommend Oscuro's Oblivion Overhaul (OOO), a truely remarkable mod in scope and realisation. It introduces many new creatures, armors and weapons, and eliminates the disappointing default 'world-level-with-you' system of the original game. No more daedric-armed bandits, really deadly adversaries, more realistic loot... And you get a much better feeling of accomplishment when you come back and vanquish creatures and NPCs you simply couldn't touch at an earlier level. I also use the AFLevel mod : with it you can play naturally, because all your skills contribute to your leveling (though less for the minor ones). Finally, I play with Bofra slow leveling (x2).

Tûr-En-Dae's style of play is 'sneak and strike'. As a wood elf, this custom-class (ShadowMaster) low-strength character fights with his brain. He learned very quickly to hide in shadows and strike his opponents from afar with poisoned arrows. Sneak and Alchemy were the two first skills where Tûr-En-Dae became master. Later, the constant practice of conjuration led to a mastery in this discipline. His next title will probably master Mysticist.
At level 41, Tûr-En-Dae is now almost at the peak of his abilities. With his detect life and light spells, he detects his ennemies in the darkest dungeons. Armed with his Bow of Lightning, his mastery of magic, and the deadly Umbra sword (earned by defeating Umbra herself in an epic fight), he is feared by the most powerful creatures ever to live in Tamriel... perhaps even by Daedra Lords. The road to get there was long and hard, but ultimately rewarding.
After having closed eleven Oblivion gates and saved Cyrodiil from the Oblivion threat, Tûr-En-Dae is now famous. He even has his own statue... but he is far from bored. He now works his way upward through the major guilds hierarchies, and looks forward to buy new houses (even castles !), explore unknown islands and remote locations, increase his fortune, meet new friends, hire companions, buy some pets... Preparing himself for new challenges ahead.