Oblvion has stolen my life.
Be sure to check out the thieves guild, best guild in the game.
I'd prefer to just kill the Grey Fox for the hell of it.
Also, become the Arch-Mage on one character within 3.5 hours of starting a new game. Breton, specialties in all magic forms and blade weapons. Needless to say, ownage.
Also, you'll want to get into the Arcane University just so you can make a spell that conjures a full set of Daedric armor. It's just that f*ckin sweet.
Finally: 100 ft. wide explosions ftw.