Posts: 6,751
Threads: 403
Joined: Aug 2007
Staff roles: Story Dev Economy Dev
Make an Orc Mage. For the lulz.
EDIT: Dammit, this isn't Flood...
Generally, you shouldn't try to create a character archetype on your first playthrough. Like you said, you'll want to do everything and explore everywhere. First-Paythrough-Man is a soup character. He does what you need him to, without any restrictions being applied.
Play through the game, then think about your character's development later. Try going for a stereotype smasher - Orc mage, Bosmer barbarian, Altmer thief. That sort of thing/