I wonder if there could be some synergy between combat, stealth, and magic. You know, spells you put on weapons to make them stronger, using magic to make a temporary shield to block with, precision damage on body parts, stealth magic damage multipliers... I dunno, those would sound awesome.
Personally, I'd prefer it if they had perks, and increase 3 stats by 5 every level instead of based on training. I really hated having to 5/5/5 or 5/5/1 level my characters in Oblivion, it sucked all the fun out, and without it I had to go to easier difficulties for my mage/warrior in order to survive.