I always go for the arena first, its in the imperial city. Eventually one of the combatants will give you a quest that takes you half way around cyrodil, dong that will funnel you into one of the game's best quest lines. --- "I'm not a child anymore, I buy my own insurance and everything"
I would return the amulet to the guy first thing, so you can get some free gear. Talk to one of the monks in the building to get his horse too. Then use it and explore Cyrodil like a pro completely ignoring the main quest. --- "How ridiculous and how strange to be surprised at anything which happens in life!"
Tesnexus.com is a pretty interesting place with hundreds of good quests, and dozens of magnificent quests.
Seriously though, mod locations and quests are often vastly better than the vanilla games, but we'll leave that for later.
Of the vanilla quests the Dark Brotherhood, and Thieves Guild account for some of the better and more interesting quests. Also I remember similar topics like this in the past, check these: http://www.gamefaqs.com/boards/924363-the-elder-scrolls-iv-oblivion/50953476 http://www.gamefaqs.com/boards/924363-the-elder-scrolls-iv-oblivion/60261921
As for quest mods when you get around to them these are my favorites:
Integration (my most favorite) Malevolent, Runied tail, Tears of the fiend Windfall The Blackwood company Dremora Companion Servant of the Dawn Imperial Legion Faction
Check here for links and further help finding quests: http://forums.bethsoft.com/topic/1340938-hi-im-getting-this-game-for-pc-tomorrow-and-want-to-ask-about-mods-to-get/page__view__findpost__p__20205166
There's also recent quest mods which look good, but I haven't tried yet like: Dark brotherhood: chronicles and Reclaiming Sancre tor --- "You are a planned organism, the offspring of knowledge and imagination rather than of individuals"-Morpheus
Theres a dungeon across the way which I tend to explore. It goes on for a ways and may get too tough for you, but its got alot of fleshies with loot on them, bandits or whatever on the first bit so you get stuff to sell in the imperial city. --- If the next one is called, because of his MO, the underwear bomber, you'll know I'm on to something. Calvin Trillin June 16, 2006.
Okay, so far Ive returned the amulet, went to the arena and got up to the twins and one of my friends told me to do the Knights of nine questline and it's getting annoying having conjurers taking so much damage before they die.
Also I accidently killed someone and had the Dark brotherhood contact me.
But anyway thanks. --- GT tag: Crimson2110 SteamID:Mrbrightside