This is a custom class design, which should do well for a sneaky character right out of the gate. It's not overly powerful, and avoids some of the early traps (such as making Mysticism or Alteration a major skill - those go up fast).

http://linklost.com/occ/

Name/Class: Sylveth / Brigand
Race/Gender: Wood Elf (Bosmer) / Female
Birthsign: The Thief
Specialization: Stealth
Attributes: Endurance, Luck
Major Skills: Alchemy, Mercantile, Speechcraft, Security,
Light Armor, Blade, Armorer

Health/Magicka/Fatigue: 70/80/155
Max Level: 50
Encumbrance: 150

Abilities:
- Command Creature (daily: 20 pt. Touch for 1 min.)
- Resist Disease (constant: 75 pt. Self)

Stats:
INTELLIGENCE-40: Alchemy-35, Mysticism-5, Conjuration-5
WILLPOWER-30: Destruction-5, Alteration-10, Restoration-5
PERSONALITY-40: Illusion-5, Mercantile-30, Speechcraft-30
AGILITY-60: Security-30, Sneak-20, Marksman-20
SPEED-60: Athletics-5, Acrobatics-15, Light Armor-35
STRENGTH-30: Blunt-5, Blade-25, Hand to Hand-5
ENDURANCE-35: Block-5, Armorer-25, Heavy Armor-5
LUCK-65

To understand why I picked the things that I did, please refer to the "Leveling" section on the UESP wiki. Oblivion used a rather weird system based on skill point increases rather then raw XP.

So you need to ideally spread your majors around a bit between the primary attributes, and possibly make some skills that you use frequently not your majors picks during the character creation process (the "major is minor" approach). Basically, if you don't mind turning down the difficulty a bit at the very start, you should make your major skills, those that you use slightly less often and leave any skills that you use constantly as minor skills.

Skills that you use multiple times per hour (Acrobatics, Sneaking, Mysticism, Alteration) will go up very rapidly at the start, so there's not much need to get that initial 25 point boost in them from the very start. Other skills like Blade & Blocking take longer to skill up and involve risk. So they are good choices for tagging as "major" skills. Then there are the skills such as Alchemy, Mercantile, Speechcraft, Armorer, and Security which are either difficult to level up or are expensive to level up. Or which save you a lot of money early on.

However, the leveling process works on gaining 10 points in your major skills. So skill increases in your minor skills count towards the possible attribute bonus that you can pick when you level up, but they do not count towards getting you closer to the next level. So you should never setup your major skills to be only in skills that you never use, nor should you make all of your major skills those that you use all the time.