I've always had a paladin main character in all TES games, but that's just me, I love rockin' the sword and board on my main man!

Maybe a heavy armored battlemage or a stealth-heavy dual one-hander thief would work as well (which are my other two classes (lol))
But yeah, a Paladin - A tank of a warrior who also is skilled in Alchemy, Enchanting, and all forms of Restoration.
As far as level scaling goes, there's alot that is and is not. Alot of the dungeons are not scaled, so going into a falmer infested cave at level 10 could get your face eaten off by some angry charrus. Anyway you look at it, it all boils down to personal preference and whether or not you know your class well or just want to hack and slash your way through the first time then really play the game 100% the second time. (My very first class in Skyrim and Oblivion was a dark elf two handed warrior)