One thing I always found slightly annoying, and certainly unrealistic, in Fantasy RPGs is the way the world is just so transparent. I guess is the best word.
It's like all merchants are in one big union and have decided to all charge and pay exactly the same for all items. How the heck can a merchant from Bruma know how much the smith in Leyawiin is paying for a silver shortsword? The only variation is how good they are at haggling. They must all subscribe to the Big Book of Tamriel Merchants, and they just look up the price of an object and start haggling from there.
Same goes for the world map and compass. That map is probably more precise than any map you can buy today, and you can't possibly get lost, because you just pull out your map (which by the way has you GPSed down to the exact longitude and latitude) and voila!, you're back on track.
I imagine it's probably hard implement a correct amount of randomness, but it would be nice if prices varied from region to region depending on supply and demand. And if sometimes, just sometimes, your map was a bit off and you actually had to go search around for a while to get the exact location. Your personal map could get more and more precise over time the more you traveled, and the more locations you had pinned down.
Like I said, it's probably too much to ask, but I'm missing the feeling of being subject to changing conditions. It's like the world revolves around the character when it really should be the character who is just a tiny spec in a huge world. Oh well, here's hoping for an awesome Skyrim experience.
/end rant.