Ok, after doing a lot of other crap today I finally got around to playing Oblivion, and good god it's been sweet so far.
Starting off with the CE: they were selling it at my games stores, right next to the 'regular' Oblivion. A boxed and nicely worked out DVD thingie with a map, a 120-page lore guide, a septim coin and a making of DVD. For just 5 bucks/euros extra.
You'd have to be insane to go for the regular edition if you see them lying next to each other...those extras are sure worth 5€.
Anyway, after 20 minutes of tweaking my character appearance Takkelier the Crack Junk(ie) was born.
It's a Khajit, though, so making him look more sinister and hollow-faced was the best I could do in terms of appearance. I'll go over his stats tomorrow...too tired atm.
Anyway, already in the dungeon you could see how great everything looked, the detail on the armors of the blades etc..very cool. I fought my way around in the dungeons and the sewers, but I seem to have a rather different fighting style than most movies I've seen from you guys so far. I go mano-a-mano but I'm not very strong (but I am very fast) so I just move in for the kill quickly and starting throwing punches like a monkey on crack.
Cat, if you will.
As soon as I reached the outside world, I started wandering...nowhere to tbh. I just stumbled on two nearby daedric ruins and investigated them, then I just kept on marching North (in the mountains) until I found a walled town called Bruhas or something like that. I looked around for a bit, rented a room, checked for some gossip and quests...then, in the off-limits part of the local fighter's guild, I found a paper note with directions to some place...it looked very mysterious in any case. I decided to investigate, but somewhere along the line I must have gotten off-track cos the instructions didn't match anymore.
Instead I ran into a silver mine filled with goblins which I ransacked, and I decided to take a nice dive in a little lake nearby to cool down. That's about where my first run ended.
No guild allegiances yet, no skooma yet (!), not set a foot in the imperial city or anything. Just cruisin'. 
I'll post pics and movies later of my brawling Khajit...needless to say I'm running around in the Mythic Dawn robes I stole off some assassin in the prisons. Never know when that might come in handy.
Sooo...I had to follow them around during the day and pickpocket their keys from them, wait for the night to fall and kill them in their beds. In fact, I still haven't managed to kill the last target, he's a tough cookie.
I got a taste for assassinating by now so I took their offer and performed the "initiation rite". From there on I have been mostly busy carrying out contracts for the Brotherhood, and I just love it.
Then some more avoiding surprised guards and jumping over another one, before jumping into a pool of water. I think: "aight, they won't follow me here" (morrowind style), but sure enough, the guards jump in after me...I start panicking but manage to crawl out of the pool and get to safety after a quick few jumps...I run a little bit further, not hearing the guards anymore, and reach the outside. I'm out! The contract has been fulfilled, and no dead guards! 
I also carry a dagger/bow in case I need to poison or something.