As you should. No matter, Skyrim makes losers of us all.
Currently playing a Wood Elf assassin/thief named Qara Qoz (name means Dark Eyes in Urdu, I stole it from the eponymous* heroine of Salmaan Rushdie's "The Enchantress of Florence".) She rocks light armor (currently wearing a set from the Thieve's Guild) uses a sword or dagger (15x sneak attack!) in one hand and destruction magic in the other. Also pulls out the bow every now and then, especially when Dragons come out. So far I haven't taken out a Dragon 1 v 1, I usually try to lure it to a group of enemies and sneak around plinking it with arrows while it fights them. She got married to a female in Whiterun (can't remember the name, but she wants to be a trader) but she's afraid of commitment, so she's seriously considering slitting her wife's throat before they move in together.
What else... this particular character has so far avoided taken sides in Skyrim's civil war, but worries that things in Skyrim will turn bad for foreigners if the rebels have their way, so if events push her to choose sides, she will likely side with the Imperials. For now though the focus is on becoming the best and richest thief and deadliest assassin in Skyrim.
Best moment so far (without spoilers): making a complete leap of faith off of a waterfall to escape a trap sprung after a successful burglary of a VIPs stronghold.
Worst moment: having a giant kill me and send me flying a couple hundred yards in the air.
*Usage question: does the word eponymous still apply when something is named after a nickname? I.E. Qara Qoz is the Enchantress of Florence, the book takes its name from her.