I mainly use a bow, a knife, and a mace and it's working great. I always pair the melee weapons with a light shield I can parry with.

Knives' speed makes them really good despite the lower damage, and the bonuses from sneak and parry are awesome.

You will also want a blunt weapon (so a mace unless willing to go two-handed) for some enemies, such as pretty much everything in the swamp plus mountain golems.