I'm currently playing through Morrowind with Winter, a female imperial custom class (probably counts as some sort of roguish battlemage?) character who specialises in longswords and destruction (and nothing else) for offense, and heavy armour and blocking (and nothing else) for defense. I've never been a very archering player, and with projectile destruction magic, it doesn't seem very useful (pity you can't sneak attack with a fireball :D). I've got speechcraft and sneak as well for when I don't want to fight my way out of things.
I skipped out on Security as I use Alteration instead, which is useful for other things as well. To round it all off, when I feel like crafting stuff, I've got Alchemy to make potions, and Armourer to repair my own armour as well. To sell the stuff, I've got Merchantile.
Those are my Major/Minor skills, with the rest of the stuff I end up building anyhow on my own. I suppose it is more remarkable to make note of the stuff I don't touch at all...as I said, no weapons except longblade, no armour except heavy, no conjuration (necromancers! :D), mysticism (Mark/Recall and soultrap being the only spells I use, with the occasional telekinesis, can be done with enchanting or low levels), restoration (with my alchemy skills, it seems pointless) or illusion (Sneak instead of invisibility, until I can enchant myself a nice constant chameleon item).
Pardinuz: Playing Skyrim without mods is like eating cereal without milk.
Cereal without milk makes an awesome snack (especially if it has raisins and other dried fruit in it)!