I'm always a female Khajit and I always join the Dark Brotherhood as soon as I can. I use light armor [Nightingale, of course!] and I use a bow for my main weapon and magic as a last resort. Cicero has always been my favourite follower so I always get him to tag along! Too bad you can't marry him in game.
I can never decide who to side with, though. So far I haven't sided with the Imperials or the Nords in any of the games I've started. Eh, best not to get involved in politics and just focus on slaying Dragons.
I have NEVER killed Paarthurnax when prompted though. Dude is a cool one.
I am a Khajiit player myself. I usually play a stealthy light-armored character to begin with. Nightingale armor is just the coolest.
Speaking of guild-quests, I love completing the Dark Brotherhood questline. C: Murder and mayhem and crazy jesters, omai.
I almost always side with the imperials because they show progress and have brought great wealth to Skyrim. Many nords blame them for the banning of Talos worship but after the war was won against the Stormcloaks I feel the Aldmeri Dominion will be an easy matter to take care of, especially with the Dragonborn on their side. Let's face it, Ulfric runs a crumbling city wrought with murder and rather racist citizens who can bully out in the open with no consequence.
As for marriage, I noticed a lot of people almost never marry, but I have a few candidates for every character. Argis and Onmund are my favorites. C:
I find the base game boring w/o mod.
Also, I don't think this is a big deal because I don't marry ever but why not marry a Khajiit or an Argonian.
RACIST!!!! MARA CONFIRMED RACIST!!!
But some people who care can add mods to fix this. Again, FIX. It's a word a ton of people use when they add mods because the mods FIX the game, basically. Like, I downloaded a mod that fixed this stupid glitch in one of the Nightingale quests where that fart wouldn't start his speech meaning he couldn't die.
They're dedicated to their jobs, you gotta give them that. So many inheritances for them to deliver.