Some measure of blood and such is pretty much going to be necessary in a game like this, but I think Oblivion was about spot-on when it came to that. Fights ended up spilling about as much blood as I'd expect from them, and the real gore was limited to the areas through the gates where it served to show that you're in the realm of the Prince of Destruction now and it's a Nasty Place. Basically, it was used sparingly and thematically, how it should be. Skyrim might use a bit more violence and such because it's the pseudo-Viking land in the midst of a civil war, but it isn't truly necessary.
As for nudity... I'd rather the developers didn't directly avoid it because I dislike prudishness, but I wouldn't be really disappointed if it wasn't in. Of course, what I'd really be afraid of if it is included is that it'd just be used for
objectification rather than any legitimate reason... the point wouldn't be to have briasts everywhere you can fit them in, but that people occasionally actually don't wear clothes for various reasons. I'd say that my view of ideal is getting rid of the perma-underwear but no need to add in more people without clothes (not that there won't be plenty of mods for both fairly quickly after the game comes out). Though, maybe, since we're in Skyrim, they could always bring back the naked Nords of Morrowind.
sixual themes to quests and the like I'd gladly have in the game, too, but that'd be something I'd have to keep a close eye on due to various "unfortunate implications" problems that could easily show up.
Maturity, when it comes to gore and nudity, is really something that works on a bell-curve sort of thing. Up to a certain point putting it in adds to it, but after that it goes right back to being immature again.
But as for the real thematic and emotional maturity, I agree that Oblivion was quite a large step down in that regard... Daggerfall was the high point, of course, but I don't seriously expect every single game to have
that complex and grey-on-grey of a plot (Lord Woodborne was about the only "villain" in the game, and even then he had the real motivation of political power, and there weren't any faultlessly good NPCs at all, with the possible exception of Medora Direnni). The possibility of being able to choose the side you supported in the end was great, but considering the lore mess it caused I doubt they'll leave the possibility of multiple endings like that open again. Though the plot as we know it so far does imply that the possibility of a Warp in the West-style event could result from whatever the ending is...