I do roleplay. My character is always a poor theif who needs to steal and kill and sneak past any threats he can't directly engage. Eventually he becomes a bloodthirsty greedy warrior when he is wealthy and powerful enough to easily face his threats. Finally he is enlightened by morality and decides to practice magic in his old age.
I know it's not typical to play that way, but I know I would not enjoy sticking to a single role and just beating a few quests then starting over.
Anyhow, I guess it's off to a different game unless I ever feel like starting a new character.
Yeah, the perk system isn't based around that. TES has always had fixed classes and major/minor skills. Skyrim doesn't have this, allowing greater freedom in character development, but the idea is that you will settle on a certain build by mid-game. The flexibility of the lack of classes and birthsigns early in game allows you to mess around and play with different styles at the start. You can't effectively be a jack of all trades throughout the game however.