The only time I reloaded for better stuff was to try to extract some gems from malachite veins; even though I ended up with a surplus. One thing I noticed is that the content of the veins seemed to be determined when I entered an area, but I'm sure that previously it used to be the case when you looked at the vein itself, so maybe they changed something at some point. But other than that, I avoid doing that sort of thing (the only other habitual reload I remember doing was in Oblivion to get a more useful sigil stone so I didn't end up with a whole load of water walking enchantments...)
In terms of build, I seem to find I'm fairly haphazard and always end up with a bit of a "jack of all trades" type of character.
