Is there a mod that gives an attractive female character to play as?

There are approximately a billion "beauty" mods, but if you just want an "attractive" female character to play, as you say, have a look at the many save games you can download at tesnexus.com - generally, I imagine they're saved just before exiting the sewers, so you could always alter attributes and such, to suit. Or even a few features here and there. They probably list the required mods, but I have never used one, so I cannot guarantee that. Good luck.

edit: Here is a search I just did for you, ylelding results from the most popular saved Oblivion games to the least -> http://www.tesnexus.com/downloads/cat.php?id=43&page=1&orderby=downloads&order=DESC (... post further edited for correct English.)

Here the link http://www.tesnexus.com/downloads/cat.php?id=43&orderby=endorsemants&order=DESC&tags=. Not necessarily start game from beginning - with Wrye Bash you can import face to your current character.

Thanks guys, thats great