Lots of interesting places and things to discover, some not even on the links above.
For example, did you find the location where necromancers are apparently performing some ritual on a Goblin?
Did you find the little Calvicus Vile and Dog statue?
I also like just admiring the diversity of dungeon design.
Amazing how some can apparently think that TES IV is cut and paste. It is anything but cut and paste.
A few of my favorites (may be mentioned on the UESP or not, but are just my favorites) are:
the necromancer hide-out of Elennglynn, which has one of the neatest trap designs I've ever seen in a dungeon, although the dungeon itself is pretty small
Sideways Cave, enough said
Black Rock Caverns, ditto - enough said
the various goblin tribes
Vilverin - love the background story/stories in there
Fingerbowl cave - ancient, large gravesite?
Shadowbanish wine and, while linking to Vilverin, Ayleid statues
the abandoned, undead-infested house across the street from Rosethorn Hall; I'll never sleep in my Skingrad home, peacefully, again thanks to that
Dive Rock
the suicidal troll
the corpse of the man with a letter to his daughter
There are a lot of major quest-related dungeons/secrets I find quite interesting, as well. Sancre Tor is one of my absolute favorite dungeons of all time, Frostfire Glade is just neat, and, with KotN, I love the puzzle-filled Fort Bulwark.