Knights of the Nine remedy this, but when Oblivion initially came out, I didn't feel like I had that many ways I could role play my knight. I hope Skyrim will have a Knight's guild, or temple guild worshipping some of the Aedra gods.

How did you not have that many ways to roleplay as a knight? There was the Knights of the Nine, the Fighters Guild, the Main Quest, and most of the side quests. I'll tell you what they need more of, assassin or theft quests.

I do hope that there is some form of either a Knight's Guild or a Guild for the Nine. There should be something like a Cult of the Nine, or something like that. Now yes, part of the aspect of Akatosh will be the adversary, so maybe not a sanctuary dedicated to him, but the other 8 would be cool. I think with them you should be able to get divine weapons and armor to help you with your battle with Alduin. But I do want at least the Mace of the Crusader to return, one of my favorite weapons from Oblivion.