Of course I have, picked up the GOTY edition from Amazon for like a fiver.
I tried to play it once but I think I underestimated what kind of character I needed to make.
Hmmm, there's (as often) not a right or wrong type of character, BUT, you do need to decide beforehand what you wanna be. Oblivion and Skyrim are both quite forgiving to early character builds, and you can re-mold your purpose easily. Morrowind not as much, so decide and specialize from the start, and go with that specialization the whole way through.