Much as I love Oblivion, I am loathe to do its tutorial dungeon. On top of tutorial message interrupts and how much mucking about there is (i.e shooting a bucket with a bow and arrow, which admittedly was an impressive demonstration of the physics engine), enemies are spaced out, some are particularly slow to kill (i.e the zombie), and the treasure isn't really worth the extra seconds it adds to exploring. To be honest it's not that part so much as what might as well be forced walking sections with the Blades and the Emperor, which are way too numerous.
Other than that, there's few dungeons in Oblivion I didn't like. A lot of them are repeated layouts, sure, but I still enjoy what's inside.