As a battlemage, I enjoy the utility and power of magic, as well as the thrill of up close combat. I do enjoy the rush that comes from blending in the shadows and felling a target with a well placed arrow as well, but I intend to use a battlemage. There is a different feeling to be had from using the vast power of magic, and the thrill of up close combat. That said, I find it incredibly difficult to make a character who completely avoids using magic, as I am so used to the utility that it provides.
If you are like me, you will not feel disappointed by the fact that you are 'just using weapons', as there is a certain thrill to be had of being in the thick of combat. While it may not require a great amount of skill (considering you are playing via mouse and keyboard, or controller), a warrior does require more physical skill and prowess than a mage (who does require familiarity with spell and a healthy pool of mana/magicka). It makes for good roleplay. That said, the difficulty I have from switching from a user of magic to a non-user of magic is the utility I loose, and the need to make up for the lost utility. This was especially so with lockpicking, which was more complicated than it let on at first. Discipline will be required in order to avoid doing this, if you share my opinions on magic and combat.