This problem has not just happened to me (I'm on the PS3) but also to a couple of my friends. The game can sometimes run smoothly and sometimes will be so laggy you can barely move. Plus the game crashes (not a lot but happened to me a few times)
Now I realise games can crash sometimes especially with the size of Skyrim and I am willing to ignore all of this just for the fact that Skyrim is such a great game and it really is hard to create a game of this size and depth without bugs.
Although I am sure Bethesda can fix the lag and I really do hope they fix it. I know they have announced a patch for all platforms that is to be released the week after thanksgiving and lets just hope it fixes all these issues.