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There are mods you can use to tweak things to help you in this area. I found one that lets you get +5 to a stat when you level up just one skill point instead of needing 10. There is also one that relevels your quest rewards to be equal to your current level. Both of these have really helpped take the need to min-max things out of the game.
and as a result, you then shouldn't be able to complete the main story because you need to sacrifice a daedric artifact, but because it's a bethesda game, there's a simple way around that they (probably) didn't anticipate
in general, the difficulty curve of the game relative to leveling has a strange parabola, where at very low levels and very high levels, you're either statistically so far ahead of the curve that enemy stats simply can't catch up, or you have access to potentially insane equipment, spells or enchantments that they can't withstand
to that end, the most 'difficult' part of the game is actually at the middle-range of the level spread (about the teens-twenties-thirties, where most players would probably be when they finished the main quest), simply because your stats and equipment are generally at parity with what the enemy have
basic rewards. Loot and loot carried by enemies, chests, etc is scaled to your level. You won't get anything great from anything staying at low levels.
less stats. Since you aren't levelling up, you won't be able to have anything over low level stats. So no 100 endurance, 100 strength, etc.
Some quests won't start if your low level
Yes oblivion etc has silly leveling mechanics, but if your on a pc that is easy to fix with mods so you don't have to endure the horrible leveling, or curb the urge to powerlevel and make a super powerful character early.
Edit: so I would leveling is the best way to go even if it isn't done efficiently.
But its all fun, you can still do fine at a low level with having high minor skills and basic major skills. So you can make a low level warrior who will max out his weapons, armor and healing spells and still be low level, you can still make a mage who can max out some magic, alchemy, armor and still be low level, etc. Just make up 7 major skills that you won't ever raise until you want, and you can basically be low level until you really want to raise up.
So skills like sneak, magic spells (other than restoration), weapon skills etc can be major skills and you won't ever raise them unless you accidently read a book or something, while skills you'll use the whole game like alchemy, mercentile, armor, athletics and acrobatics, security you can keep as minor skills and train up all you want, and you can be a low level guy with 100 armors, 100 in those skills and still have never leveled up. Ok i guess, but to me, a tad boring.