Hmmm, interesting idea. I would go for a stealth-magic based build, using ragged trousers, boots and gloves, for weapons, just daggers. Getting enchantment, illusion, alteration and conjuration magic, for stealth skills, maybe go for sneak and pickpocket and invest some perks on one handed (arms man affect daggers? I'm not sure about that). And go with vampires, the illusion boost + sneak boost + necromage is sweet.
And when you do the redwater den mission for the vampires, make sure to get the redwater skooma, so he can get high whenever he chooses
