"Spellswords are spellcasting specialists trained to support Imperial troops in skirmish and battle. Veteran spellswords are prized as mercenaries, and well-suited for careers as adventurers and solders-of-fortune." (Morrowind player's manual)

The Spellsword can be a beefy fighter with an awesome spell-casting ability. It's going to require relying on both magic and combat in about equal amounts. There are no thieving skills, but Alteration will get you past most locks. Your combat and magic skills will have to get you past whatever is in front of the locks.

Specialization Magic
Favored Attributes Willpower, Endurance
Major Skills Block, Restoration, Long Blade, Destruction, Alteration
Minor Skills Blunt Weapon, Enchant, Alchemy, Medium Armor, Axe
Starting Spells Hearth Heal (20-80 points)
Shield (5 points for 30 seconds)
Water Walking (60 seconds)
Fire Bite (Fire Damage 15-30 points on Touch)

Combat Block, Long Blade, Blunt Weapon, Medium Armor, Axe
Magic Restoration, Destruction, Alteration, Enchant, Alchemy
Stealth none

Strength Long Blade, Blunt Weapon, Axe
Intelligence Enchant, Alchemy
Willpower Restoration, Destruction, Alteration
Agility Block
Endurance Medium Armor