I couldn't live without my Skyrim fix anymore and got it for 360. Without mods I'm forced to endure the crappy vanilla game start, so I tried to come up with a character concept that actually made sense with the whole execution thing. It turned out much better than expected. :3
Belladayne (Breton female) is a mage from Cyrodiil, specializing in espionage. With the rising threat of the Stormcloak rebellion, she was reassigned to Skyrim, posing as a refugee with the intent to infiltrate Ulfric's circle of confidants. Her contact in the Stormcloaks, who was supposed to arrange for her convenient 'rescue' by Ulfric's entourage in Eastmarch, was her brother. Unbeknownst to her, however, he had been contacted by the Blades (who initially suspected he might be dragonborn), and had defected as one of their agents. The Thalmor had learned of this, unfortunately, and he was already imprisoned when her mission orders arrived at the dead drop. Instead of forwarding orders to General Tullius to allow the infiltration, the Thalmor forged new orders to capture Ulfric based on this new intelligence, and forged a response back to Belladayne luring her into the same trap. The Thalmor intended to neutralize this spy, who they believed was defecting alongside her brother, while also dealing with the Ulfric problem at the same time.
When she arrived, an Imperial ambush reinforced by Thalmor mages was waiting for her. A spell they cast rendered her unable to use her magic to escape, leading to her capture after a short chase. All was going according to plan, right up until her head was on the chopping block. For even the Thalmor could not have foreseen that this very chain of events would fulfill the Prophecy of the Dragonborn...
It's been pretty fun playing as her so far. Bella's on the run and hiding in the College of Winterhold for now. She has to re-learn all her spells, but since she's just remembering things she 'forgot', she's advancing rapidly in skill. Right now she has no idea who betrayed her, or why. I'm going to have her discover what her brother was doing, along with the date of his execution, when she rescues Thorald Gray-Mane from the Thalmor prison. Then there will be some bloodshed. Unlike me, Bella is not a 'good' wizard.