I'm a bit of an oddity since I tend to prefer the stealth/magic hybrid archtype, using stealth and agility assisted with magic to help me bypass enemies (for example, in Skyrim I would focus on Archery, Sneak, and Illusion). If forced I will generally go pure stealth over pure mage (I find that generally speaking you will run out of mana/whathaveyou JUST when you are one spell away from killing everyone, then end up dead on the floor since all you have to defend yourself is a stick and some fancy underwear.