[The Grey Knight]
A high elf, because they are tall, and have some bonuses in magical arts.
The Grey Knight was once a servant of Jyggalag, prince of order. He was a lifeless, senseless and colorless stone-like knight. During the events of the last grey march however, he acquiered consciousness, and emotions, but he was precipitated in the Void, between Oblivion and Mundus. Like this, he derived in emptiness for centuries. Then, a breach appeared in the dark, and he was sucked in by a bright light. It was caused by Alduin, coming back from the flow of time, that caused the lost grey knight to arrive in Nirn. He fell into the border between Cyrodiil and Skyrim, and tried rejoin the North. Just as he was at the frontier door, he encountered Ulfric Stormcloak, being captured by the Empire.
As he discovered emotions and "human" interaction for the first time, he is the exact opposite of a normal Grey Knight, craving for discovery and emotion. He possess an unending hunger for knowledge and mortal interaction. He will for that want to acquire a colorful, intriguing weapon, like an enchanted Glass or Dwemer weapon. He will however be unable to take off his "armor", as it is litteraly his body.
Go with the Atronach Stone, or the Lord.
-Heavy version of the Dawnguard Helmet, as it covers the entire head, and is... you know, grey.
-Nordic/Steel/ armor (depends on your level, i guess)
-A flashy weapon, maybe a staff that goes *froush* or *blank bling*, like Magnus', but what is really important is a weapon.
As free as it can be, as long as it stay heavy armor and no bow, he will prefer melee or maybe magic.
You will want to choose what you think is right or just, you're not a madman. And you LOVE books.
Liking flashy and interesting things does not mean you like absolute chaos, you will keep certain things from Jyggalag, maybe follow the righteoussness of Stendar, even if, as a Daedric creature...
You will also use your shouts, because with your link with the Prince broken, Akatosh has bless you at Alduin's reawakening.
Use Unrelenting Force often, or Cyclone, because you are a parangon of strength and might. Also use Dragon Aspect, to embrace your divine gift, and because it's colorful and bright. And you look like a freaking Super Sayen Paladin. That's awesome in every way it can get.
-One/Two handed, depends on what you prefer.
-Alteration, you have a natural ability to manipulate reality, to make it "right"... but will you choose to do so?
-Not conjuration, you're fearing to encounter your creator, and loose your "life".
-Destruction, flamesand thunder, less frost, as it makes you remember your once lifeless existence.
-Heavy armor, do you really have to ask?
-Illusion, but to pacify or make your enemies fear, and also support your allies.
-Enchanting and smithing. Alchemy is completely optional.
-College of Winterhold
-Dawnguard, join the Dawnguard for the helmet, and you won't want to become a vampire, as it wouldn't make much sense...
-Companions, but don't use beast form, just for the disease/poison immunity (if i remember correctly).
-Not the mainquest, because the Thalmor Infiltration wouldn't make ANY sense, unless you want to ignore that part in your roleplay.
-Beat the hell out of Miraak.
And that's pretty much all, enjoy :D