There is also one more thing that annoys me in TES games when it comes to attributes and stuff is how you start with almost 60 in pretty much every attribute. I think it would be cooler and more interesting and maybe even challenging if we started with something around 20-35. So you get the feeling that you are weak and you are going to have to work your skills up if you wanna go out and have no troubles while exploring.
True for Oblivion, not remotely true for Morrowind. In Morrowind the damn scribs and mudcrabs could kick your ass in the beginning - if anything bigger than those even looked at you your character would automatically fall over dead. Nothing makes you feel like more of a little [censored] than running for your life from a tiny bouncing worm.
I agree with pretty much everything suggested in this thread so far, levelling preferred skills faster, higher caps than 100 according to the deviation, this is how it should have been from the start of the series.