I personally prefer the freedom. I don't want to be shoehorned into a particular role and then be forced to plan around that role, form up with others for the best strategy based on those roles, etc. One of the things I love about Elder Scrolls vs other RPGs is the freedom. I can create a character, and then adventure and quest as that character, and do whatever I (or the character) want to do. No shackles. Having to "plan my build" and consult guides and shit while playing makes it far too game-y. That's okay for other games, but I'm glad they kept this one the way it is.
For what it's worth, I'm not into class-based multiplayer shooters either since I don't want to pick a "role" when I spawn. I prefer a Halo-type deal where whoever grabs a sniper gets to be the sniper, etc. Also, I never liked WoW or SWG or any other MMO I've tried before this one. I think the reason why this one works for me is that I can basically play it as a single-player game anyway. The quests and whatnot are interesting enough to where I don't feel the need to bother with the other people running around. I'll probably never group up, at least not by choice.