Map out how you're going to spend your skill points ahead of time. The cap is 70, but you'll be able to do most of the stuff in the game by 50.
Straight damage spell casters (destruction) are fairly weak unless a patch gave them a boost. I like melee/stealth characters since you get to see the cool finishing moves etc.
Unless you really want to, don't spend points on Stamina, even if you're a thief type you don't need it.
If you want to become incredibly powerful, be sure to train blacksmithing and enchanting.
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Chrono1219