Want to take screenshots within Oblivion on the PC? In your \Documents and Settings\[User]\My Documents\My Games\Oblivion directory is the file oblivion.ini. To enable screenshots, first create a backup of oblivion.ini (just in case) and then open it in a text editor, eg notepad. Find the text bAllowScreenShot=0 and change it to bAllowScreenShot=1. then save the file. Now you can take screenshots by pressing the printscreen key. The screenshots will be stored in your main Oblivion directory.
By hitting the tilde (~) key before hitting PrntScrn you can clear the gui from your screenshot
Screenshots will not work with AA (anti aliasing) enabled
If you need to steal something without being seen (if you're in a shop or something), try dropping something from your inventory (preferably something large, like a book or cuirass), use the Grab button to lift it, and use said item to push the object you want to steal into some shadowy corner. Alternatively, you can just push it by walking into it, but this won't work with smaller items. It may take lots of practice to be able to do this.
Alchemists and armorers: always search the barrels and crates lying around town (especially in the Imperial City market district). There's a fairly good chance that you'll find food, alchemy ingredients, and repair hammers inside. There may also be gold in them, but it's never very much (15 gold at the most).
To make a fair amount of money at any level, join both the Fighters Guild and the Mages Guild. Don't take any jobs yet - instead, search both places and take anything that you can find (that won't get you arrested). Joining the Guilds grants you access to free usage of almost every item in each guild hall - and that includes stealing all the books, alchemy equipment, swords, and food and selling them to the trade goods stores.
Most quests are easier at lower levels, especially the main quest. If you're interested in a challenge, gain some levels before attempting the major quests. (Strangely, Oblivion seems to work in reverse compared to most RPG's - it actually gets harder as you gain power.)