Race: Khajiit
Combat skills: One-Handed, Archery, Smithing & Enchanting (at least you can smith your enchanted armor i.e Shrouded Armor)
Supporting skills: Sneak, Light armor, Alchemy
Weapons: Dagger, of course! and for head-to-head battle, use 2 enchanted scimitars (they're cool!)
Faction: Dark...