I don't necessarily agree actually. In Bloodmoon, a lot of the settlements on Solthsteim were self-sufficient, including in security. If a werewolf attack happend, all the villagers would pull out silver weapons and slaughter them. Now with Cyrodill, it was more of a civilized province, with Imperial rule present. Skyrim is different in that regard, and I would prefer to maybe see town militias if anything, or perhaps the citizens can take care of themselves. This is a harsh environment after all. On top of that, a civil war is going on, so who knows what implications that may cause.
This, only in the biggest towns should there be guards. It would be nicer if you have bounty but could still go to little towns without getting jumped by guards. Instead if you do something bad in the town they'll take the law into there own towns. Nord Law ftw!