in my opinion the best character is by far the Khajiit (http://www.uesp.net/wiki/Lore:Khajiit). They are well known for being sneaky and thieves. My character right now is a sneaky archer with 100 pick pocket and around 50 sneak. the only down side to being Khajiit is that whenever you enter a store the people are always like "don't even think about stealing anything", if you don't mind that it is an awesome character. the other thing is that there are not many of them in the world, Skyrim is full of racists in my opinion and no one welcomes Khajiit. Also the Khajiit have 15 points added to hand to hand because of their claws. If you get your heavy Armour up to the point where you can wear gantlets and you get the perk that causes the defense of them to be an attack in hand to hand that is a great way to be. I used to be a wood elf, until my last play through where i chose a Khajiit, it was well worth it.