Hello everybody !
So lately I was playing Oblivion , and saw the class 'Agent'.
I was interested with it and began playing it.
Now here's the build:
Specialization:Stealth
Attributes:Personality
Agility
Major Skills:Security ( Lockpicking )
Sneak
Acrobatics ( None in Skyrim )
Marksman ( Archery )
Illusion
Mercantile
Speechcraft ( I think both of these are merged in Skyrim )
Now looking at this build , Attributes are going down , how well do you think this class will work out in Skyrim and which perks should I add to it ?
Discuss.

Since Attributes have been deleted and skills have been consolidated, you are looking at the following skills in Skyrim:
Archery
Sneak
Illusion
Lockpicking
Speech
Pickpocket (since that was a "sneak" skill in Oblivion)
The first three make a powerful combination. I would take all the Illusion perks for starters. Without them you will reach a point where the enemies out-level your illusion spells. I would also take the right side of the Speech tree for roleplaying purposes.
Then take as much archery and sneak perks as you feel you need to make the character viable in combat situations. This varies greatly among players depending on your twitch skills, how strategic/tactical you like to get during combat, and whether you want combat to feel easy or hard. You could easily take all illusion perks, four speech perks (right side of the tree) and all sneak and archery perks and call it a day, but that might be too OP for some folks.
I would not bother with any of the lockpicking perks because they don't seem to add that much either from a roleplay or a gameplay perspective.
EDIT: I added Pickpocket to the list, since that was governed by your sneak skill in Oblivion. Some of the pickpocket perks look fun and anyone can make good use of some extra pockets.