Doesnt matter the game I always end up playing a Human Male Rogue type character - Daggers/Stealth/Poison/Bows/Light Armor.
Skyrim in the long run you get bored of a Mage after a few hours, a Warrior doesnt interest me, never has.
A Rogue though, making full use of Poisons and Stealth has by far the most variety gameplay wise.. you also have two guilds that fit your RP/Gameplay style perfectly.. you can even add in some Magic without killing off the immersion, Illusion for example

Just a shame Skyrim as a whole caters for the Nord Hero abit too much, my master Thief/Assassin doesnt sound quite so good when hes also Dragonborn.
But yeah Thief all the way