Never have played Oblivion ( no 360 :[ ) Im currently addicted to Elder Scrolls III Morrowind right now though... Such a great game.
Simple, theres certain missions for them. But they uasually cost alot of gold. You can buy a house in every city.
I voted for thieves den I got it in the Knights of the Nine expansion otherwise Id never buy them alone, they not worth it
you realize that it came out on PC first and that it will ultimately be ported to the PS3 as well, right?
Obviously Knights of the Nine, if you purchase the game in a store it comes with the rest, and its an actual expansion with a quest, the others are just nice little add-ons.