In Oblivion, they say "Here it is, go there". Also, the 'compass' shows you where things are when within range. I HATE that! I LOVED in Morrowind where you had to spend DAYS (real time) sometimes looking for that long lost cave entrance door! It made it more realistic and SO much more worth while and just plain FUN to actually find some the cave that you were looking for.
Agree? No?