Never really paid attention to "classes" in Oblivion. I always made a custom class (named "Adventurer"), with carefully chosen Major skills so that I could be certain of the ability to get +4/+5 stat bonuses every level. And the "major" skills were all ones that I wasn't planning for the character to actually use - the actual skills I wanted to play the character with were all minors, so that my leveling wouldn't get out of control.
Basic fact of the matter is that you could level every skill up to max power in Oblivion - all skill points, all perks, no penalties. Major, minor, class... none of it mattered. A true "Jack of all Trades, Master of ALL". Skyrim may not attach a class name to your character sheet, but it certainly doesn't let you become Mister Everything like Oblivion did. Clear improvement.
So, no - don't miss picking a class at all.
