Bretons for my mage characters and Khajiit for any thief characters. Although I prefer being a mage overall... I have a fascination with launching massively overpowered fireballs and watching all my enemies burn up. I don't really play melee characters... or if I do then I back them up with some powerful magicka just in case. And the Breton shield ability can be useful for boosting armour.
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"If you make something idiot proof someone will invent a better idiot."