I can't seem to fight mages at all....I just approach and they frost/torch me.

Try luring them into close range by standing behind something, or using the ward spell from restoration while you close the distance.

This character is a pure warrior but I tried the luring idea and it worked like magic, it seems to work best if you get them into a hallway or something of the like, my shield doesn't block spells at all .

not too bad unless their frost...lure them into bottle necked areas or just around poles. Frost is a pain because once they have you slowed you need to get away and reset the fight on them. once you get in close a lot will switch over to melee and then you just mop the floor with them.

im getting up in the lvls and i normally use the full 3 charged unrelenting shout to knock them down and close ground...power attack them while their down so u get free big hits.