Expansions.

[poiseh]

So, I just started playing Oblivion and I'm wondering if I should install the expansions right away or wait until I'm done with the main game? What would be the advantages and drawbacks of each option?

I remember when I was playing morrowind in the middle of the main quest and I decided to install the first expansion, which resulted in me getting bothered every now and then by assassins, so to stop that I decided to do the expansion quest (which wasn't as good as the main one ). The result was that when I got back to the main game I didn't know what I was supposed to do anymore, my journal was a huge mess and I ended up getting bored of the game. (Which was a shame since it's such a great game ). So I'm afraid the same thing might happen with oblivion, and if I do decide to install them only after the main game, which expansion should I play first?

[Moot]

You're safe to install both expansions (and even all official mods/DLC). Both expansions are started when you want to start them and have no effect on the main story.
In the case of Oblivion, though, I personally preferred both expansions to the main story.

In the case of which you should play first, it's up to you. However, Knights of the Nine is familiar and should probably be done before Shivering Isles, as that is an entirely different world (It's a plane of Oblivion, in fact) and you won't quite look at Cyrodiil the same afterward.

[dragon wench]

I'd also recommend that you don't touch Shivering Isles until you've done most, if not all, of the main game.
The reason being that SI is *much* better (IMHO anyway ).. and it is tough to return to humdrum Cyrodiil after gallivanting around the surreal world of SI which is sort of a cross between Alice in Wonderland and Morrowind Telvanni land.. with extra helpings of insanity