I've actually put a significant amount of thought in to my character. He's an Imperial, and tends to be a 'nice guy', but he does just about everything for his own benefit. Since learning he is the Dovahkiin, he's determined that he is a descendant of Tiber Septim, and therefore destined to rule the Empire himself.
So, in light of that, he has become the leader of every guild and faction in Skyrim. He has become Thane in every province he can, he completed the Dark Brotherhood quest willingly (and enjoyed doing it), he's sworn fealty to nearly every Daedric Prince he's come across (except for Mehrunes Dagon; he followed the quest, fixed the Razor, then refused to kill the Mythic Dawn guy. Instead, he killed Dagon's Dremora, looted his shrine, then went back and killed Silus anyway for trying to bring back the Mythic Dawn (he's determined he doesn't like Dagon, since the guy ended the primary Septim line). He even wears the Emperor's robes around his house, and carries an extra set with him everywhere just in case.
He hasn't yet decided whether to join the Stormcloaks or the Imperials, and has taken to helping both sides out as he sees fit without pledging loyalty to either one yet. He has, however, killed any Thalmor he sees, and is completely confident that they could send their entire army at him and he would come out on top.
He's a master of Speech, and can convince anyone to do just about anything for him. He befriends those with the most power in preparation to gather an army together to both take over the Empire and remove the Thalmor from the face of Nirn.
On a more personal level, he is likewise obsessed with books, and has picked up every one he can. He's gone as far as to organize them all on the shelves in his houses, with books on similar subjects going together, and books in a series sitting in order on his shelves. He will pick up every piece of armor and weapon with a quality above Steel. After killing so many Draugr he's decided he despises necromancers, and has a tendency to kill them on sight along with Vampires.