[Suzerain of Sheol]

Knights of the Nine? I played it on my paladin RP and had a blast with it. It's fun, flavorful, and gives great rewards for the sacrifices you have to make.

Then I accidentally killed an ally during one of the Oblivion attacks and lost my Knighthood, so I decided to Fall and became an anti-paladin rocking full daedric armor and a claymore. :D

Edit: Oh, and it's an add-on, slides right into the regular Oblvion world. Shivering Isles takes you to another locale entirely.