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Not really. I just wore the usual get up I had at the time. Except for the Dark Brotherhood. I at least wore a hood. I also wore the Nightingale armor during the final quest during the Thieves' Guild. Come on, why would you not want to wear that with two other Nightingales?

If it made a difference, like as a disguise. But I don't change per questlines.

I wore Stormcloak armor when I did the civil war. But I did not wear Theives Guild or Dark Brotherhood armor when I did those quests. It makes no sense for a thief or assassin to advertise who they are.

I do, but when a hard boss pops up. I'm like "Nope, f that [censored]."

For roleplaying purpose, yes and no.
As the member of the circle of Companion, my warrior character wear Wolf armour when doing quest for the Companion.
Another character of mine not wearing his Thieves Guild armour in city unless the Guild has taken control of the said city.
My assassin character prefer in "undercover" while in the city to stalk his victim. When Mundus and Secunda appears, that is when he wear Shroud armour.
My mage character don't like vancy stuff. He just dressed as he pleases.

I wear what's happens to be the best armor. Although, If I am playing a heavy armor type person, I usually pick up the blades armor and complete the main quest with it considering blades armor is pretty good for a non enchanted armor, or if I am a light armor person, I usually do the first few levels of the Dark Brotherhood armor

No, I refuse to wear the Stormcloak miniskirt.

That's a manly miniskirt to you