It always make me laugh a little when people talk about how they got to level 20 or something in Oblivion, I played through the entire game and never got above level 3. That includes all the side quests to like the Dark brotherhood, the arena, etc.
Never really felt like grinding. The leveling system was a poor design choice I believe.
True. The problem was they didn't make you level, so you could easily go through the game at any level. At the same time, though, you don't get to experience all the content in terms of creatures, armor, spells, weapons, etc. They should have had level/stat requirements on certain quests and guild positions to make people work for something and to avoid exploiting the leveling system. On top of that, stats should have leveled automatically, or based on the collective skills you had in the game.
There are mods that do this, that automatically grant you stat increases and auto level you as you play. Which is what I was doing with my paladin. Less planning, more fun. The leveling process could be almost be completely ignored.