My characters tend to be powerful mages (hint: they have spells from PC mods) who were drawn to Skyrim by their lust for knowledge. I never get all that into RPing in this game though. I find it much easier to do in NWN2 than here.
My main one with a backstory is a Daedric realm jumper. Hes basically a scholar who studies daedric realms, after a small error in judgement he ended up enslaved in cold harbour by Molag Bal. He used a elder scroll to tear his way back to Mundus, but that tear also allowed Alduin to return from his banishment in time. So now feeling responsible he sets out to reseal Alduin, continue his study of the Daedra, as well avoid Molag Bal who most certainly wants to re-add him to his collection of slaves.
It's the little things that enhance gameplay for me. On my old assassin (A Shadowscale Argonian), after joining the Dark Brotherhood I'd plant a deathbell on top of every contract's corpse as my character's sort of "signature".
I create a back story for every character I make and do curtain quests to fit there story. Skyrim is my favourite game not for it's story telling but for it being a beautiful canvas to tell my own story's on.
"I'd be a lot warmer and a lot happier with a pipe full of weed..." Free Palestine