Just finished installing the game and installing all 3 unofficial manually by just copy all data inside zip file to data directory inside oblivion file, and run the game through launcher and mark all .esp and .esm from data, run the game and crashed to desktop.
Here i provide screenshot of my Data Files, which one should i mark ? i mark all of them from top to bottom but crashed at startup. I just used 3 unofficial patches

anyone?

I would uninstall and then reinstall and then follow this guide on the Oblivion Nexus.
https://www.nexusmods.com/oblivion/mods/47591/) by Bevilex

If you want the game mostly vanilla with only bug fixes and stability then just follow the basics and stability section of the guide and nothing else.But I can heartily recommend this guide and also use Wrye Bash especially its installers function it will be your best friend,since it generally not recommended to install mods manually with Oblivion and I don't think Nexus Mod Manager is recommended either.The two that are the most reccomended are Wrye Bash and Mod Organizer with a slant towards Wrye Bash.

To avoid the crash it might be enough to activate the unofficial patches of Oblivion and Shivering Isles only, not those of Knights of The Nine, etc.

I think I got the same problem. So far I tried OBMM and BOSS. No luck. Right now I am playing the game without the three unofficial patches. No problems so far. However, it ain't bug free unless I got those unofficial patches installed.

Oblivion will crash on startup if mod is loaded before the mod it depends on is loaded.

In your specific case - Unofficial patch for DLC Thieves Den cannot be loaded before DLC Thieves Den, or Oblivion will crash. Change load order in launcher and Oblivion will no longer crash on startup.

The simplest way to get correct load order is to use BOSS or LOOT.