I still prefer Skyrim to Oblivion, though not to Morrowind.
Mostly my problem with Oblivion was I could not get over how fake the world seemed.
The NPCs were for the most part way too shallow. Technically speaking, most of Skyrim's NPCs have more unique lines than the average Oblivion one (the average one had 2 unique lines, these were usually their initial greeting and a line they delivered upon asking about their town). Otherwise, they drew from a pool that was shared by every other NPC. This was the same in Morrowind, except worse, because in Morrowind most NPCs had no unique lines at all. And the AI was abysmal, I'd rather have a faked, scripted NPC convo than one that attempts to be dynamic but fails to ever once throw up something believable.
The graphical style I didn't agree with either. So much roundness on everything, but that's a personal gripe. Also, on technical issues, the lack of gravity and floaty feel to the world.
Dungeons were bland and about as bad as Skyrim's for light levels. They weren't linear (most of the time) but still pretty poor, and the level scaling was... well, everyone knows that story. Loss of spell making was sad, but it really needed overhauling. I guess I'd rather not have it than have Oblivion's type, but I agree it would have been better to keep it. Enchanting being a skill is back to the good ways too, and the addition of smithing is welcome. Alchemy at benches makes more sense than lugging equipment, so this is fine. Classes were a terrible thing with the level system, so I'm okay without them. No idea why they saw to remove birthsigns though.
The quests were good however, even if I disliked the MQ and a few events such as the end of the Mages Guild. Or the niceness of the Thieves' Guild. I agree Skyrim could do with better quests.
In all I enjoyed some of OB, but vanilla Skyrim beats vanilla OB. And for ability to play without screaming at slow pace, it beats Morrowind too, but in many ways, that's a plus to Morrowind, just wish I had the time to devote to it again.