Likewise roleplaying.
The most fun I had with Oblivion was in installing a load of mods to improve spellcasting, spell selection, the mage's guild quests, and added in a DLC Mage's stronghold for the player. Then, I made a character, played him as if he was a young, feckless apprentice wizard, and gave him the goal of having been left the deeds to this vast, mysterious wizard's stronghold by a deceased elderly relative, but the terms of the will were contingent on him becoming a fully-trained Mage.
And bingo! All of a sudden, there was an extra dimension for everything he did. I avoided the main quest initially, and steered clear of the Fighter's and Thieves' Guild quests, but did everything else I could find, and it all tied back into my character's overall quest as he tried to find ways to fund his tuition, practice his spellcasting, and earn the right to explore this strange stronghold. And in time, when I eventually did get around to embarking on the main quest, my character had progressed into this powerful Merlin-like character working to combat daedric incursions and guiding the heir to the throne.
Good fun.