I never made it through the game-- I get distracted by side quests then I make up a new character/personality and I start over. So far I've been:
* A high-elf assassin vampire destruction-mage who prefers dual-wielding swords
* A pacifist redguard werewolf that tries to get through every quest with minimal bloodshed using pickpocket, sneak and sometimes illusion, unless he becomes a werewolf than he kills everyone including his allies
* A fur-wearing ranger with a two dogs (one at his home with his adopted kids) who's all about keeping his dogs from dying and never kills animals and has rikling companions
* A horse-riding hooded dark-featured imperial illusionist who's looks pretty badass in his long scarf/hood thingy I got off of a skeleton. He basically is limited to a dagger that makes undead run away and his illusion spells, tho he's gotta fight w/scimitars pretty frequently. He's money-driven and is all about the stones of bezoliah and hasn't done any other quests unrelated to the stones.
* I tried to do a kajit that only fights with her hands, but I didn't make it far.
It gives you a chance to do various quests twice from different POVs (Dawnguard for example, wiping out the rieklings vs. wiping out the nords, joining the foresworn vs. not) but consequently I've never made it very far on the main quest at all. I'm off in imagination land with my characters (my high-elf assassin vampire was close to Ghorza in Markarth, but i accidentally fast-traveled and forgot to feed and the whole city tried to kill me and Ghorza died defending me, so I went on a killing rampage and decided to try to kill every guard in Markarth (via stealthy knives to the throat). They respawn so it wasn't entirely possible but I had the whole city piled with guard corpses). Anyway that's how I play the game. Everyone does it differently. I have friends that are all about grinding and levelling up, others who just jump from quest marker to quest marker w/o even reading the words. I'm obviously slow as shit, exploring every nook and cranny from every angle.