This is your first build? I'm on # 8 or 9...not sure which, because my PS3 died not too long ago and took all my files with it. Had to start from scratch. Once you're done with this character of yours, you might want to consider doing the exact opposite as far as your build goes. For example, if you're a warrior now, go for a mage next time. If you're a goodie-two-shoes, become an evil Daedra-worshiping assassin the next go 'round.
Not only is this my first build in Skyrim, but this is my first RPG since Star Wars: Dark Forces II (pretty sure that was 97)...so I've been out of the gaming world for some time. I pretty much had to re-learn how this stuff worked, so the learning curve has been massive, across the board.
My current build is a Jack-of-all-trades Imperial spellsword, a good guy most of the time, but a bad guy when he has to be (Dark Brotherhood, Thieves Guild). So, it'll be tough to create an opposite character with the next build, but I think I will plan on going in one extreme or the other. As of now, thinking Nord Warrior (Heavy Armor, 2-handed, etc.). I use light armor and one-handed only now. After that, as you suggest, I'll most likely go with a Mage, and possibly even a female character for something completely different.