Most of the DLC for Oblivion were really half-assed and very poorly integrated into the game. If you bought the GOTY edition with all the DLC included, instead of giving you all of this new content to discover on your own, as soon as you started the game you were subjected to a flood of quest notifications announcing all of this stuff which a new character shouldn't have any idea about anyway. Lazy developers.
In most RPGs, acquiring a castle to have as a personal home and fortress is a huge deal, involving a major quest line with many trials and tribulations along the way. In Oblivion, you kill four bandits and someone hands you the deed (which they call "breaking a siege"). And don't expect there to be any quests or stories involving your new castle integrated into the game; you can buy a bunch of stuff to furnish it, and when you've bought it all, the "quest" is over. Sigh. So many missed opportunities. Baldur's Gate 2 handled player fortresses brilliantly, as does Pillars of Eternity (though not quite as well, IMHO). Bethesda is great at building interesting worlds, but terrible at filling them with meaningful content. Thank the Nine for the modding community. But then, as we've pointed out, modding the game eventually becomes the game.
I'm actually in the middle of an Oblivion playthrough right now. I'm determined to finish it this time.