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I just finished the Main Quest and now I have three quests pending: A Door at Niben Bay, A Knife in the Dark and also a note prompting me to join the Thieves Guild. My character is not so strong at stealth (I'm playing with a Bosmer Crusader, specialization - combat, birthsign - Mage, level 12). Question: would it be a good idea trying to become a thief? Or is it better for my character to play the Shivering Isles quests? I mentioned the A knife in the dark quest, but I do not want to play the Dark Brotherhood quests - I just don't like the "assassin for hire" style of play.

Honestly, I haven't played much of the Thieves Guild in Oblivion, but from what I hear it's a good storyline.
I'll say do Shivering Isles, it's a lot of fun and there's some really, really cool rewards.

If you want to level up and do an easier questline, do the thieves guild.

Well, I think I'll try the Thieves Guild quests now, and then the Shivering Isles. Thanks guys!

Do you have the ? Because that will really come in handy on the thieves guild and a tonne of other quests.

No, I don't. By the way, I'm finding the first quest (Independent Thievery) a little bit harder than some of the Thieves' Guild quests in Skyrim. It's not easy to steal without being caught, at least at the Bruma's houses...

I think that the Thieves Guild was one of the funniest questlines in Oblivion as it was not just go fetch me this stuff from that dungeon and or close that gate and I will be happy. It is a lot of fetching though, but in its own stylish way.

I would say do all the main content first, because once you go to the Shivering Isles, it's hard to come back.

Now I have the Skeleton Key and things are going well.

Mr. Argonian, what do you mean with "it's hard to come back"? It's hard because the expansion is so good that you never bother to return, or it's really difficult to come back?

he means the former
I always avoid the isles for as long as I can, as Cyrodiil just seems boring after spending time in Madness itself...
although finishing the isles' Main Questline and then returning to Cyrodiil to do Sheogorath's Daedric quest is always fun

Exactly. While the world of Cyrodiil is great, when you have a taste of the madness of the Isles, it just seems boring in comparison when you return. Even visually the Isles are just so much more impressive.

Thanks, Mr. Argonian. I'm close to finish the Thieves' Guild quests, and then I'll go to the Isles.

I'd recommend the Shivering Isles. You get awesome armor, and it's well worth the time.

Update: after finishing the Thieves Guild, Knights of the Nine and Mages Guild quests, I went to the Shivering Isles. Everything - I mean EVERYTHING - in the isles is impressive: the visuals of the Mania realm, the design of the cities (Bliss and Crucible have nothing in common with the cities of Cyrodiil), and the general madness that surrounds the place and its people. (Sheogorath must be one of the finest comedians I've ever seen in a videogame.) And by far the quests are very interesting and difficult; the "Addiction" quest was a b*tch.