In any case, I recommend you get the PC version of Oblivion, the game was quite the hit when it first came out, but it has aged horribly, the characters look atrocious and the gameplay it can get quite boring and frustrating, something that is easily solved by a few magic console commands.
On the other hand, the PC version has all the advantages: a whooole lot of mods that make the graphics better, the characters less hideous (still, no escaping from the uncanny valley) and adds a whole lot of nice clothes, and there's even kinky mods if you feel in the mood for some naughty laughs.
Also, the Deadly Reflex mod, which is a pain to install but well worth it, is an overhaul of the whole close combat system in Oblivion, which makes warrior characters a lot more interesting to use. In the vanilla version of the game, either you are a mage or you get bored to hell. It also fixes some of the stealth gameplay issues, but the stealth is still kinda bad even with the possibility of bloody executions.
It's up to you anyway, but I think the vanilla version of Oblivion is quite boring to play.