My next guy is going to be a Khajiit thief for sure I think. That was always my favorite type of character in Morrowind, but during my last Morrowind playthrough I was really enjoying a Breton war-wizard guy (or battlemage, spellsword, whatever- I think war wizard sounds coolest) so that's what I've been going with in Skyrim so far. Been playing since the day after Christmas, my guy's like level 22 I think and focusing on heavy armor, one-handed, smithing, conjuration, descruction and restoration.
My main combat routine has been summoning a flame atronach and a bound sword, and fucking shit up with some flames/firebolts thrown in and healing when necessary. Been working out pret-tay, pret-tay good so far. Dragons have mostly been no problem. There was one blood dragon I was fighting at Ancient's Ascent or something like that, and we arrived at kind of a stalemate. He couldn't really kill me because I kept healing, but I couldn't really put a dent in his health bar either. But then there was another blood dragon who attacked Winterhold the other night who I killed no problem. Maybe it was because I had the guards helping too, I don't know. Whatevs.
Oh by the way- this game is awesome!!