Quest Rewards
I don't know how this will be implemented in Skyrim, but one thing that really ticked me off in Oblivion was how I had to wait until the higher levels to do certain quest in order for the quest reward to be as powerful as possible. If I got for example Chillrend at level one it would be far less powerful than if I got it at level 35.
There are two ways to fix this. The first is to simply locking the quest reward, (and therefore the quest in itself to some extent) to a certain level and that the character, regardless of his or her level, would get that same weapon always. Another way is to implement some kind of auto-quest reward leveler in a similar fashion as the excellent oblivion mod Quest Award Leveling did: http://planetelderscrolls.gamespy.com/View.php?view=OblivionMods.Detail&id=230
I personally think it kind of makes sense or atleast feels pretty cool with certain powerful, epic weapons binding to the character and increasing in power as the character advances.
WeaponsNow I know it is too late for you guys at beth to change this, but you should really reconsider your decision to drop spears, halbards, throwing knives, throwing axes, darts and crossbows. I am sure that it would take a lot of effort to create these weapon types, effort which could be put into other aspects of the game. But I sincerely believe that the option to use these weapons would greatly increase the fun and replayability of the game and add a greatly enchanced feeling of customisation to your characters fighting style and personality that I found Oblivion to be throughly lacking. Especially in Skyrim I think that hunting spears etc would make sense, also spears for guards and the like would also feel very neat. Then awe throwing barbarians goes without saying that it's cool. Assassins and bounty hunters would be greatly enhanced as an role-playing class if you could chose to be sneaky with throwing knives and poisoned darts, or use the slow and expensive but immensely powerful crossbow to take down targets from afar ala sniper/ambush action.
Those were my two cents for what I believe is going to be a spectacular game that will add lots of fun to the TES series