http://www.youtube.com/watch?v=ztopdt6fY-U
In this interview with IGN, Todd Howard states (at 02:01) that the crime system in Skyrim is very exciting and that there will be different kinds of jail's in the game.

I was just wondering what kind of prison cells you people think there will be in the game,

I think there will be normal cells like in oblivion, some kind of magic cells, and maybe some made of ice, maybe even just a cage.

I think they will all pretty much be the same except there will be more guards and they will be harder to get out of if you commit murder compared to stealing

E3 - The Time when Everything REVEALZ!

I wish there will be a jail with 10 guards guarding just you and you will be locked behind several doors etc. (If i happen to slaughter some village)

I don't really care for magical dungeons like the OP but I do like the idea of different jails.

Like one that is like a sherrifs station, 1 or 2 cells inside the area with the guards.
Another like a torture chamber.
Another like a max security prison, with rows of lots of cells...

Maybe one town could have prisoners fight in a makeshift arena against guards and captured wildlife for freedom and the entertainment of the peasant folk.

I think that the towns/cities will have the standard dungeons we expect, but that smaller villages may have wooden cages and then small settlements just holes in the ground with a cover on it.

Then there could be the Magical Barrier jails in the towns that the Mages Guild (or whatever its known as) are residents in.

I would like prisons/jails with different security levels, for example if i just take a dagger they might put me in a locked cell with minimal security (maybe a guard watching the corridor). But if i went on a killing-spree they should have some guards which just guards my cell (the cell door should have the hardest kind of locks). It would also be nice with different size of prisons perhaps one prison/jail located in a small village only have one cell, but the prison in Solitude might have 10-20 cells. I don't think there should be unnatural prisons with cells made of magic. The prison in one of the larger cities could perhaps have some cages outside so the population can look at the criminals who are captured.

(ps I'm from Sweden so english is not my main language)

I'm hoping that he's referring to some kind of county jail vs. an actual prison. If you are arrested for murder, I'd like to have a sentence that is for years. You should not be able to serve 2 nights in jail and leave or pay a fine. This would really make the player consider what he/she was/is doing. If you steal something, you should be in a smaller jail. Limited security. Killing people, you go to prison. High security. Difficult to escape. Difficult to clear you name afterward.

That was approximately what i meant.

We call that the arena. Well, thats how it worked in ancient Rome anyways.