I thought of one thing, that always bothered me a bit in Oblivion: On most (if not all) of the cities' castles there were many towers and walls that looked great, but couldn't be accessed in any way. There weren't even any permanently locked doors which could lead to them. I would even have preferred fake doors that you cannot get through, just to give you an idea how the deco parts of the castle are accessed. All doors did lead to the hall and some rooms nearby, but there wasn't any possibilty to get to the towers and walls.
I hope that in Skyrim you will be able to get anywhere in the castles (and other buildings for that matter) and there won't be any purely decorative towers.
What do you think about this?