dtgreene: Is there, by any chance, a mod that would let you skip the starting dungeon?
Preferably, the mod should skip to the point where you choose your class and birthsign, and give you the items that you would have likely collected in the dungeon (including that one staff the goblin drops); it would also automatically progress the main quest to the point that it would have progressed had you done the dungeon normally.
(It would also be nice to have such a mod for Arena. It's not as important for Morrowind (the intro is short there) or Daggerfall (Alt+F11 immediately after starting (or loading) the game takes you to the dungeon entrance).)
No mod of this kind exists for both Oblivion and Arena, to my knowledge.
For Oblivion there exist savegames (TESNexus, I guess) which you can use to start right at the sewer exit, where you can (re-) define your character as you like. To create such a savegame myself was the first thing I did after completing the tutorial for the first time.
For Arena a savegame solution wouldn't make sense, as character generation happens before you are thrown into the starter dungeon.
Or did I miss your point?