Elder Scrolls is mainly a PC game, so you know. There it has an awesome mod community but it is still pretty good on consoles and Bethesda loads their games up with expansions (DLC).
If you are having trouble getting into Oblivion my best advice is to do Dark Brotherhood immediately as it is probably the best side story experience in the game. Better than Skyrim's.
Honestly Elder Scrolls III Morrowind is the best game but it is only on the original Xbox or PC. The requirements are pretty low so almost anything should be able to run it. On PC you can download mods to improve textures, characters, particles, practically anything. Though combat wise it isn't as good as oblivion the story, world, and quests were all better.
Oblivion, while having some really good things in it, isn't as good as Morrowind or Skyrim. If Oblivion's downgrade from Skyrim is too much of a shock to you then you probably won't like Morrowind. Skyrim is a great game but it didn't fix everything that made Oblivion worse than Morrowind.
Still Oblivion is pretty good and has a great Dark Brotherhood, Thieves guild, and Dedra quests. The Shivering Isles expansion is also very good.
Before the PS3 everyone was nice to me :(