Yes, I have. I own both Skyrim and Oblivion, Oblivion being the first title I ever played. Oblivion is a great, yet sometimes absurd game that I always come back to. Skyrim is also a good game, and I love the new things that game introduced, such as being Dragonborn and fighting one of the most requested creatures in Elder Scrolls history- dragons.
I've also played Arena, Daggerfall, and two not so good Elder Scrolls games- Battlespire and Redguard.