FYI, the link for Hoddminir is obselete. The active site for that mod is now at:
http://www.darkcreations.org/hoddminir/
I'm about to try a mod called "Death Mountain", that was just released on the Nexus. I'm not sure at this point if it meets the criteria for the big mods list, but it might. It has been worked on for a year and is a 70 MB download.
Some overlooked, finished, big mods here: La Daedra Commedia: http://www.skyrim.nexusmods.com/mods/20246
Art of Mercy: took me around Skyrim till now, didn't finish it but I assume it will take you to some daedric realm
Mythic Dawn Rerise: I didn't started it yet but I assume there will be a daedric realm too
And the one that best fit this topic unless the other will prove so too: Stillborn Kingdom gets you to a huge island with ruined city and pretty creepy interiors. The darkest atmosphere I seen in a SK mod, interesting quests whit complex objectives, new monsters zombi like mostly and interesting bosses. I played an unexpected big amount of time on it and didn't finished yet.
The English version is machine translated and despite that they are still very nice too play. The author is Japanese and unfortunately noone answers his call to make a good English version. Initially released separately they were put under same link, probably for the lack of popularity and now for some reason the comments are closed too.
I think someone should really help out with the English version to promote those mods, otherwise I'm afraid the EU/US community may loose some very good content if the guy will make more mods with this theme or others.
That death mountain...looked so badass.
Also added La daedra commedia.
Also guys, there are many big mods on the steam workshop(which are not on nexus, LL, dark creations, vgu, alliance etc etc) like the Pit.