I'd like to start up a Thief Character but I'm torn on which way to go.
Sneak or illusion...
Sneak and illusion...
Conjuration?

I don't want to use a bow I'd prefer duel daggers.

What about followers do any sneak or do they always just rush in?

Sneak if you want an easier playstyle, illusion if you want to make it tougher (since its less effective)
Leave conjuration to the spell swords and battle mages.

Go for a Khajiit Agent, that's what my Prowler character is based on anyway, skills: One-Handed, Speach, Illusion, Sneak, Pickpocket, Lockpicking, Light-Armor, Alchemy.