I've played a lot of Skyrim, which certainly isn't hard with such an engaging game. The first character I made was a warrior who wore light armor and used a sword and shield (and later switched to dual swords). He was your standard jack of all trades and with him I did all the main quest lines and guilds. It was fun but once I maxed out enchanting and smithing, all the challenge was lost from the game as my dude became a tank that did ridiculous amounts of damage. My second was a mage who focused on Conjuration/Destruction. This time I brought Lydia with me too and I had fun decking her out with cool weapons and armor so she could tank for me. The mage pretty much became a support class for my summons and companion. Then I made a Khajit unarmed fighter based on that forum post for laughs but that didn't last me long.
By this point I had to force myself to take a break from Skyrim (by getting obsessed with Dark Souls instead) and when I felt like returning to Skyrim I realized there was one more build left to make, Mr Sneaky. I never touched much of the stealth stuff in Oblivion so Bethesda's implementation of stealth was mostly new to me. After a few hours of playing this way it became clear that this was the most fun I had playing Skyrim so far. I focused purely on 'sneak' early on to get the 15x knife backstab skill (and then became a member of the Dark Brotherhood for the gloves that double it to 30x), so that my backstabs got the job done. The risk-reward nature of this play style became apparent when I ran into a sabercat head on and it destroyed me. I loved the risk, knowing that if I failed at being hidden I would be as good as dead. I then invested in illusion magic so that if I did get spotted I could calm so I could find a spot to re-hide. I also used my bow mainly to cause distractions.
I love how every time I re-rolled a character in the game, it became a very different experience and it is something I wish more games did. Rather than just replaying a game on a harder difficulty, I 'd prefer 'the way' you get through each scenario changed making it a new experience with the same content. This is one of the reasons I am looking forward to Bioshock Infinite because of its 1999 mode and Kingdom of Armular: Reckoning for its destiny system. Other games I can think of that have done this well were the Deus Ex games. With the raging success of Skyrim I hope it inspires future games to be more open and less guided.