The world adapts to your character, so you generally encounter enemies that are no more powerful than your character at whatever level you are. This is because most enemies you run into are either "leveled" to you or are generated from "leveled lists." In general, most humanoid enemies (Bandits, Vampires, Marauders, Conjurers, Necromancers) are leveled to you--as you increase in level, these enemies increase in strength along with you, so that they always provide a reasonable challenge. Likewise, most creatures are generated from leveled lists--meaning that when you enter a dungeon, the game checks your level and populates the dungeon with enemies appropriate to your level...
...In general, humanoid enemies are 1-4 levels below your current level, while "boss" enemies will be at or slightly above your level...
...In general, creatures are not leveled to you. If you see an Ancient Ghost, you know that it is Level 9 and has 170 hit points, no matter if you encounter it at Level 9 or at Level 29. Instead, the game provides you with a challenge by pulling creatures from leveled lists--as you rise in level, you will encounter higher-level creatures (although you will continue to see lower-level creatures as well). The exceptions to that rule are the top-level creatures of each creature type, which increase in strength with you to provide a challenge for your high-level character. Quest-specific creatures are also leveled...
...Increasing Your Sneak Skill...Beware: you aren't the only one gaining skill! Each time you gain a level, all the creatures and people in the world gain increases to their Sneak, too. Granted, most won't be gaining skill as fast as a dedicated thief, but it will be that much harder for non-stealthy characters to successfully sneak around...
...Lockpicking...As your character gains levels, the locks get harder and harder...
...Arrest...The guards are always 10 levels tougher than you--guard captains 15 levels tougher.