Main Quest Overview
The Main Quest in Oblivion begins as soon as the opening credits end. As such things go, it's fairly linear in that you cannot complete one part of the quest unless you have completed the part immediately before it. For example, you cannot go looking for Mythic Dawn agents until Martin is safely at Cloudruler Temple (well, you can go look, of course, but the people you need to talk to will not have the appropriate topics until then). And Martin really doesn't have much to say to you until you have talked to Jauffre at Weynon Priory. At the same time, the quests are at least somewhat open and try to leave you a variety of ways in which to complete each stage. For example, it doesn't matter how you get Martin to Cloudruler Temple (fast-travel or taking the scenic route), as long as you get him there in one piece. And it doesn't much matter whether you pick up Martin at the chapel in Kvatch or from the refugee camp below Kvatch, as long as you get him.
So, with that in mind, my walkthrough is not the only way to get things done. But it will tell you what needs to be done, in what order it needs to be done, and at least one or two ways of doing it. Some of the stages are very easy and simple to complete, and some are not. The Tutorial, for example, can be completed in 10 or 15 minutes if you want to really rush through things. Alternatively, you can really get immersed in the game and its environment and take a couple of hours to get through it.
I'm still working on the graphics issue. I like to use maps so that you can follow along with what I'm telling you, but am trying to figure out how to get it done with that little-bitty automap screen that the game lets you use. But on the other hand, most quest areas are very linear, so getting lost is not an option. I'm still chewing that one over, but since graphics are not my strong suit, I may just forgo them almost entirely. We'll see.