I have been playing the Oblivion expansion Shivering Isles and it's good. My main complaint with Oblivion was that the people in Cyrodiil where just flat and after more than forty hours of listening to that imperial tone they speak in, they all become slightly irritating with most reviewers even saying Bethesda should have hired more voice actors. Oblivion never had any real story progression or character development, not even where it should have been in the main quest line.
That all being said Shivering Isles is brilliant, haven't completed it yet, but OMG it is twice the game Oblivion was with all those character narration faults corrected.
You can download the Shivering Isles from Oblivion's main menu option screen. For 2400 points (£20.40) it isn't a cheap expansion, but I do think it's worth it.