Right now I'm training an Altmer mage in Illusion, destruction, restoration, enchanting, and conjuration. I may train up alteration a bit but i want to save on perks for the Vampire lord skills. I'm also deciding if i will get my sneak up for when i turn him into a vampire.
Alteration is VERY easy to level up, and the protection spells like Ironflesh and Ebonyflesh will become monumentally important, if you don't want to wear armor
or waste and uneccesay amount skillpoints on health instead of magicka. The Mage Armor and Magic Resistance is also incredibly useful, and something a pure
mage don't want to pass up on. If I were you, I'd use all of the mage-skills, and don't bother leveling up enchanting until late-game since that is the only time
you'll be able to actually surpass the 'good' items you find randomly throughout the world.
As for the OP's question - I've played Skyrim for over 400 hours, but I've NEVER made a sneaky character, let alone a character that had any other interaction
with the Dark Brotherhood other than wiping them out. So I've recently made a new character, a Breton named Aluc Cardienne who's a vampire already. This dude
is going to aid Harkon and his band of Vampire lords.
My already existing Imperial, Tiberius Principius, is going to help wipe them out.