Thanks everyone for detailed answers!
After reading it I wonder: maybe instead of Magic I should choose Stealth as the Specialization. Magic skills I mostly use in such games (Skyrim, Gothic, Risen) are Destruction and Restoration.
I rarely use Conjuration or Alternation and I never use Illusion or Alchemy. I haven't played Oblivion yes (well, I am still in the dungeons) so maybe this will change. But if it won't then choosing Magic as the Specialization seems to be a waste.
Choosing Stealth gives me few very often used skills: Acrobatics (I remember it from the Morrowind), Light Armor (not sure if Mage robes are qualified in Oblivion as Light Armor?), Speechraft (used a lot), Security (used a lot too), Sneak (sometimes, yeah) and Mercantile, which is a crucial skill.
About 3 attributes:
Strength - good because it affects how much my character can carry and I am a collector

On the other hand none of the included skills are useful for me.
Intelligence - affects my Magica but then again, I am not interested in governed skills - Alchemy, Conjuration and Mysticism
Willpower - sounds pretty good because I believe that Magica regeneration is more important that total amount + it governors Destruction, Alternation and Restoration - skills I am planning to use.
Agility - interesting skills - Security and Sneak, but I believe I can learn the Security on a high level without that attribute.
Speed - I don't see that being very useful
Endurance - I decided it's not a good attribute for me. Fatigue or Health increase is not a crucial for a Mage.
Personality - not good for my character
Luck - some say it's worth to choose it, some say it's not. I haven't decided yet.
So it seems that I need to choose between Strength, Willpower or Luck. The main question is if choosing Luck makes sense at all and how much it can affect the game.
I have some questions:
1. When I carry a two-hands sword on my back is it visible when I cast a spell? Or when I choose a spell to cast the sword is gone from my back? This might be trivial question, but I really like the look of a Battle Mage with a beautiful two-hands sword on his back. It was like that in Gothic.
2. The Mage Robes are a Light Armor?
3. If I don't choose Strength as my favourite attribute, will I be able to increase the amount of how much I can carry later?
4. Does it look better then my previous configuration?
- Stealth
-- Willpower
-- Luck
--- Armorer
--- Destruction
--- Mercantile
--- Restoration
--- Security
--- Athletics
--- Speechcraft
Thanks for help guys!