Apart from the usual stuff you see in every Collector's Edition; I really want a metal (not cheap or plastic) figurine of Dovahkiin! ...unless it's supposed to be the player, in which case it would be a little bit difficult.
Oh! A nice full size Elder Scrolls style Nordic Mug so I can drink Mead from it while playing the game! :celebration:
And I want Mike Wagner to draw a true paper map again, like the ones for Morrowind/Tribunal/Bloodmoon. I still have them laminated, framed and hanging on the walls behind me

But not that drab brown computer thing they put in Oblivion. That one never left the box