Since you need to increase ten levels in your 'core' abilities in order to gain a level you can either try to make it really easy to level up by creating a custom class that has core abilities that you use all the time, or go the exact opposite and have your core skills the ones you use least often. The interesting thing about this game is how you level up. (My highest-level character was the most recent, the sword-wielding acrobatic guy, at 45 upon completion of all the add-ons.)
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By level 30, the only issue you should have is exactly how to carry all your loot out of an Oblivion gate. That said, by level 20 or so, just about everything is relatively easy. Thus, having more powerful weaponry at lower levels can make the game much easier than just constantly being on the level-up track. Oh, finally, one last thing to note: Oblivion tends to level up the enemies as you level up. I don't remember what I called that class, but the hardest part of leveling at higher levels was that I'd chosen both acrobatics and athletics.) Experiment and have fun. I've played through it completely at least three times (I lost track) - once as a sneaky archer type with some magic for backup, once as a pure magick-using mage, and this most recent time as a close-combat sword-wielding maniac. One of the awesome things about Oblivion is that it is nearly infinitely replayable, simply on account of the extremely flexible class system. Thus, you can be a 98-pound-weakling with an arsenal of heavy destruction magicka and still be in the fighter's guild conversely, you can be an all-brawn-no-brains axe-wielding thug and still become the archmage of the mage's guild. One important thing to note: There are no rules governing who may join the various guilds and factions.
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If you choose your class skills wisely, you can max out your character's most important attributes (whatever they happen to be to you) relatively quickly.
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For example, heavy use of blade will increase your strength. Remember that your skill choices will correlate directly to your attribute growth as well. Conversely, if you're looking for more of a challenge, you can put skills like athletics and acrobatics (both of which, I found, were hard to do simultaneously) in your custom class. If you are not modding the enhancement system, my strongest advice would be custom classes! Look at the defaults - they're pretty decent, but often they use certain skills to level that you may not want/need with the type of character you're playing.