I'm currently playing Oblivion, not sure if it has all the expansions or not. I like it, and would suggest you do quite a bit of side missions before heading for Kvatch. And be careful traveling, use roads and be ready to run. If you encounter bandits, they are relentless and will chase you until they catch you. Even if you run across the map. They will come running up and attack you when the catch up, so keep an eye out. I found it best to wait by some guards, they will help you, then you can loot the bandits bodies.
lol
Mac