I use cheats all the time, makes me feel manly lol, jk i just don't want to take the time to level

Honestly, Oblivion isn't that involved with what classes go with what quests. You could complete the Mages Guild with a Warrior and the Fighter's Guild with a Thief. The game just boils down to whether or not you can use a weapon.

So, whenever you get to an event such as that, go with whatever one interests you.

Also, remember that you can do the Knight/Fighter/Mage/Thief/Assassin/Main quests all in one game.

I just did everything. Say hello to dark master assassin, mage's guild leader, fighter's guild leader, saver of the religious world, saver of the world, and god of chaos. I'm surprised they aren't getting suspicious.

Become a vampire.

As LeTrompe said. Go with what's interests you.

I also want to point out that when you meet eh..... well you haven't gotten that far yet and I don't want to spoil all the fun. Well just assure that you're not a level 130 warrior with super armor and stuff. I had it and when I got to that quest I died over 300 times just to finish that quest. Damn hard quest when on high levels. Perhaps you know what I'm talking about.

I usually complete the game before I do cheats.

Just go with the flow ; ) Do whatever quest in any order you want.