Horses:
There are various horses...
Paint horse fights well, is the slowest, and has a lot of HP... it costs 500 gold in Bruma (and maybe one other town.)
Then there are Chestnuts and Bays... one is faster than the other, but has the least HP I believe... I think one is sold in Chorrol... one outside Imperial city maybe?
Blacks and White... Blacks are the fastest, and have great HP.... Whites are just a tad slower than blacks, but have the most HP of all (400)
Whites are like 4500 gold, blacks are like 5000
Paints are 500 gold... Chestnuts and bays are like 1000 and 2500 I think.
Joining guilds is great no matter what class. You don't have to be a "Thier" to steal things. But you DO have to be in the thieves guild to sell stolen goods (Unless there are other vendors that buy stolen items.)
Joining the Mages guild is incredibly highly recommended... just do enough to get into the Arcane University so you can make spells/enchant items.
Fighter's Guild is good for loot.
The Arena is a great place to learn to fight better, make money, and gain notoriety.
planetelderscrolls.com has mods already to tweak the game... there is one for arrow velocity (Looks cool as hell!) and there is one for slowing down leveling (My main char is already frigging level 15) I am definately going to slow down the leveling... the faster you level, the harder stuff becomes, which sucks when your spells lag behind, or your combat abilities, etc.
Anyways, that's what I have found so far.
I think I am going to make a new char, and put all the attack/armor skills into my majors... sounds dumb at first, but then there is NO way to level without having considerable fighting and defense skills. Putting speechcraft into my majors for the RP factor for my character was stupid.
I can fight well, but only because of how long I played Morrowind, and my speed and acrobatics are very high. I am fighting Daedroth already, and they kill me in 3 hits.