Roleplaying in Oblivion doesn't have to mean you stay a beggar your whole life. Roleplaying can just mean discipline yourself to not use fast travel or do stuff that shouldn't make sense, even in the world of Tamriel.
If you don't use fast travel in the entire game your character will be as fast as a cheetah. Besides if you truly want to roleplay with the travel portion then how about you just walk from point A to B with out running, yeah it's annoying and tedious.
As for disciplining my self, I don't think so. As I recall roleplaying is playing the way you want with the game. If I want to keep my legendary weapon or loot a corpse I will. Oblivion doesn't have any RPG limits.
Lord Tony you're so immature.
If people WANT to roleplay, then they will. Don't hate on people who do things that you clearly cannot.
How am I not roleplaying? I've built a character for war, then he became a super human because Oblivion's stat system is forgeted up.