It may sound dumb, but I've finished the main quest, the fighters guild and the mages guild, I plan to do the dark brotherhood next and I'm not sure if i want to do the theives guild... what else is there to do? am i just left with wandering the country side and going into random ruins and caves?
get the add ons for the knights of the nine, frostcrag spire, thieves den, vampires lair, orrery, fighter's castle, and the Shivering Isles expansion. That should add some adventure.
If you hadn't already done it, you should make some sort of a tour to each of the cities, on foot or riding a horse. Oblivion's wilderness and landscape is beautiful.
have you reached that point yet?! speaking of additions... is there a way to get the orrery for the PS3? I've been wanting it so bad, and I originally thought that it would unlock itself later but no dice
Don't bother with the orrery. All you have to do is go to 4 or 5 bandit camps, kill the leader of the few bandits around to get the item, then bring the items to the arcane university. The reward is pretty much useless, at least for me.
Do the dark Brotherhood as soon as possible. It's really fun. As for the thieves guild you get fences which are always nice and it's is worth it in the end. Be sure to be a decent sneaker. After that explore and go to every icon that pops up on your compass. I'm doing that right now so after this I dunno.