What I always wanted to have was the ability to go into an Ayleid ruin, look around, and have the chance to find something unique; not necessarily valuable to merchants, but unique. Or even the chance to miss finding something unique because it was left in a remote corner. Or perhaps it's broken beyond repair? Or perhaps the ruin is simply empty. And no explanation through quests at all. If the ruin has an interesting history, I would want to have to discover it myself; not rely on a quest to tell me about it.
Morrowind did do this a lot better in some ways; I use Dwemer mugs and bowls in my house, and decorate with cogs. But apart from those standard artifacts, I don't think I've ever found anything truly unique.
So I wonder, what did you enjoy about finding special loot in Oblivion and Morrowind? What could have been better? How should TES: V improve on treasure, or other undiscovered peculiarities?