I always get up to a certain point when the game stops being fun and just turns into grinding... then I give it up and restart it later.
I recently started a character that I tried to stick to theme. Vampire character with Illusion Magic and Sneak. No armor, no +health, no Destruction/Restoration, etc. Played on highest difficulty.
For the first few levels it was pretty fun. There was a fair amount of enemies I could not control with Illusion magic, so most battles were pretty touch and go. I had to choose my Fury targets carefully and then try to finish off the survivor with a sneak attack. I also had to mind where I was when I was casting spells, since they were so noisy. And since I was so vulnerable with no armor and no health, I had to maintain control of the fights at all times. Early on, I found myself being one-two shot by Bandit Leaders
Which was frustrating at first.I only managed to finish the Thieves' Guild questline and the first small bit of the Dark Brotherhood (and a few miscellaneous missions in Whiterun and Windhelm) when I found myself already at Lv.35 with 100 Sneak, 100 Enchanting, and ~70 Illusion.
Dwemer machines and Draugrs used to present a challenge to me since they were immune to my Illusion spells. But after getting the x30 crit bonus from backstabbing with daggers, Illusion stops being useful anyway. It's still fun, but it's pretty much for its own sake. And with double enchanted gear reducing the cost of my Illusion spells to practically nothing, I'm able to dual cast my highest level spells nearly indefinitely (since I also dumped into Magicka, not putting points in health).
And it doesn't matter where I am when I'm casting, my stealth is so good and my spells are now quiet thanks to an Illusion perk, enemies never find me.
With this character, the only challenging aspects of the game is Dragons. Not because they're strong. Only because they just don't sit still long enough for me to whack at them for 10+ minutes with my dagger.

