Depends on the character, and I use a variety of weapons based on my level. I prefer the look of Steel and Light Armor weapons over Heavy Armor weapons (yes, I don't like the look of Daedric weapons that much).
I agree with you, the more advanced armours just look too over the top to take seriously, I mean, wearing Dragonbone armour just looks plain out of place in a rugged scandanavian inspired province.