Level 40 now and I've nearly maxed out Archery, so to level up I switched to swords instead. I've got loads of neat perks on my light armour, so I can pretty much stand in the middle of a group of enemies and hack away without much problem. Completed that quest where you had to gather blood samples for the crazy guy so he could open that Dwemmer box. I was surprised how many skills levelled up when I picked the stealth option from the skill book you get, I jumped 2 levels just from that alone.
Now I'm with the Imperial Army and trying to defeat the Stormcloak knob head. Already finished the main quest line, which turned out to be pretty epic although the boss battle was a little bit easy. I'm really impressed with the shouts, there are some really cool ones out there. My favourite is the one that allows you to summon a storm, it makes it rain and your enemies keep getting hit by lightning.
This is my character btw...