Daedric Shrine Quests: First of all, I have no problem at all with the Daedric shrine quests in Oblivion. It's the rewards I'm not too fond of. Umbra, for one [Even though it wasn't officially a reward]. I'll admit the jet black finish and boss fight were great, I just thought the players were short-changed. You can get half a hundred different soul-trapping weapons, and those with added elemental damage [Such as _______ of the Dynamo]. Shouldn't A sword so evil be more unique in enchantment? I also believe a better matching set of unique armor would have been great.
Aedric Shrine Quests: Again, this is mostly about rewards. I know I'm not the only one who hated the piece-by-piece armor rewards we got from the Daedric shrines. How about a unique suit of armor, or a powerful spell? And please, NO MORE KATANAS! The Ebony Blade and Goldbrand were just awful to look at [I know lore has a lot to do with is, but still]. As for the quest part, how about some really evil, twisted, maybe even mind-bending quests? I know the Aedra are the good guys, just bear with me. What I mean is, instead of "Go to this cave and kill these necromancers." we could get quests like "This powerful mage in so-and-so fortress is enslaving the minds of the people in this town and making them eat each other [or something]. You need to infiltrate his fortress and fight your way to his tower sanctum to dispatch him. But he happens to be a lich, so you must destroy his phylactery as well." I mean, deeper stories with greater rewards.
There was a lot more I wanted to post in this installment but I must admit I forgot a lot of it. I'll just leave the 'Quests' part at this for now. The rest of it will be in a later installment [For all installment titles, they're on my profile page].