Oblivion's questline felt more like... a crisis. The battle for Kvatch and the other battles to close the gates of Oblivion were by far one of the best things in the game. I like the ideas of battles like that. I think there were like 5 guards and 3 Legionnaires and we were fighting the daedra, it was fun.
In Skyrim the only moment like that was when we fought Mirmulnir at the Western Watch Tower with Irileth and a contingent of guardsmen. It'd have been cool to, like in Oblivion, have similar events throughout each Hold in Skyrim. But I imagine dragons and/or dragon priests attacking the Holds with armies of draugr which you, the guards, some legionnaires/stormcloaks, the Jarl and housecarls having to fight through the city or around it and defeat them.
It just gives a sense of battle and crisis to the quests.