You don't strive to beat the game these days, you strive to experience it instead.
When you beat the main "enemy" of the game, accomplish what is intended in the storyline, you have beaten the game, the rest (exploring, dungeons etc...) is stuff to fill in the cracks.
With Oblivion, banish Mehrunes Dagon, (the main quest line). After doing that, you "beat" the game, all the other stuff is icing on the cake. It is also what makes the game awesome.
Spoiler In Skyrim, kill Alduin, same logic.