Oddly enough most everything people are saying they want is being worked on for a mod, just need the construction set to actualy make it into the game for some.
Myself I would like ore variety on the dungeon types. right now we have dwemer ruin, caves, and ancient nord ruins. depending on the location gets you a snow/ice varient. caves has the most variety of variations because they have the greenhouse variation, and it could lead to either dwemer or ancient nord ruins. I dont consider the ratway to be a dungeon environment because once you clear the crazies and get nezbern and start the thieves guild its just an empty "Oh I took the wrong tunnel" time waster. oh I forgot forts... yeah seen one you seen em all.
a hardcore mode where eating, drinking, and sleeping is needed. makes potions allot weaker for combat or healing during combat.
more variety of weapons, magic, armor, enchantments, and potions. Vannilla Oblivion had way more variety! I know this is being fixed with mods but shit there should be twice as much in Skyrim compared to oblion.
Questlines for the guilds nd main. they are all weak and not enough steps. hell the mages is the worst as it takes almost no time to complete and at no time during the questline is it required you get better at magic. Only reason i did it was to get access to a dungeon. speaking of that dont lock quest locations inside a main questline dungeon! if i have a seperate quest to repair an amulet i should not have to join the colledge to complete it. same for the other guilds, such as why must i join the thieves guild to complete the shout list? i was happy they allowed me to not do the DB questline but get the hidden shit but the same rule should apply for the others.