I walked from the farthest point in the west, to the farthest point in the east. Searching for Daedric Shrines as my mage.
It's not like I power-played just to finish the game as fast as possible.
Then I'm sure you didn't miss anything, certainly not quests that come from following up on past quests such as
Spoiler Boethia commanding you, her champion, to assassinate the Jarl of Solitude. I think that one can only be initiated after the main quest and the civil war though - not entirely sure about that one though.
I was a little suprised to find out how many quests were acquired in dungeons and how many dungeons were/contained their own quests. I would have missed out on most of them entirely if I kept playing the way I started - collect quest in town, go to quest location, do thing, go to next location, repeat. Eventually though I was lucky enough to get side-tracked and beginning exploring for the heck of it. Off the top of my head, I remember finding these things in dungeons no quest had taken me so far:
Spoiler
- A mad necromancer creating a masses of tortured spirits bound to his lair, escaped his trap and ended his insane experiments.
- A scam artist tricking one gullible adventurer after the other to try to recover a dragon-priest artifact for him from a tomb
- A seaside structure whose occupants had been brutally slaughtered by, what I eventually became well acquainted with, were tim-burton's idea of snow elves; I did get to exact justice for the slaughtered family
- A headless horseman who lead me to a decent enough treasure at my level (which is not quite so good if he doesn't lead you to it.)
- A dungeon where a would-be adventurer and his friends had run into a bit more than they could handle - healed him, helped him find what was left of his friends, and gain some closure on the whole ordeal
- An insane hagraven imprisioned by a probably less insane hagraven who had taken her lair - upon releasing her I got a hilarious tour (with commentary) of her traps and the sinking feeling that I should have just left her in the cage where I found her
-A husband desperately searching for his kidnapped wife - who he probably should have got to know a heck of a lot better than he did
- A mage seeking to prevent her mother from drinking the cult kool-aid
- Many of the dragon-priest dungeons had self-contained stories or quests woven into them.
-A ghost of one of Tiber Septim's (Talos) former soldiers.
-The daedric artifact in the midden actually does something
Also quite a few fetch or "clear the ne'er-do-wells of type a from dungeon x" quests turned out to be a lot less generic than I had expected:
Spoiler
-Clear out some necromancers turned into "stop the resurrection of the Wolf Queen" followed by "defeat her disembodied spirit in the catacombs beneath the city.
-Help arniel get some dwemer stuff turned out to be an attempt to recreate the conditions which caused the dwarves to vanish, netting me Keening and a nifty master-mage-shade to summon.
Also, some of the followup quests for some of the guilds are pretty decent. The mastery quests for the college have decent rewards at least - I did particularly enjoy getting to play around with the atronach forge and unlock its full capabilities - and arniel's endeavors was pretty enjoyable. Being able to hunt down a blood dragon with my followers in the companions guild was also pretty cool. As for the thieves' guild - they can be a chore to qualify for (like doing guild pre-requisite/side-quests in Oblivion often were) the 4 improve-the-theive's guild special assignments are worthwile.
If you think Oblivion's guilds could be completed in an hour then Skyrim's could be completed in 10 minutes. There's like 6 quests for the Companions and there were over 20 for the Fighters Guild. There were, what, 8 for the College? Going from apprentice to Arch-Mage in what I imagine was 2 lore days was extremely dissatisfying. Where as in Oblivion you needed recommendations from all 7 local mage guilds before even getting into the University and then another 10 or so quests before becoming Arch-Mage. No need to even get into Morrowind.
What the guilds in Skyrim certainly were not missing was having to complete quests to gather flowers, gather mushrooms, find the reports on said mushrooms and flowers when the wood-elf enchanter hides them, or go half way across the map and collect bills in order to get to the meatier quests. Most of the oblivion recommendation quests were just such filler quests inserted between you and the mage meat. Those filler quests are still there, you just don't have to do them.
This does get to what the Skyrim guild plotlines were very much missing - pacing. I disagree that previous titles necessarily did this better by injecting filler before you could get to the interesting quests. This is at least as bad as the mistake of hoping players will self-pace and take advantage of availible in-guild side-quests, particularly when they're mostly (but not all) similar types of menial tasks.
The mage's guild for example should have interwoven that strange daedric artifact in the midden and arniel's endeavors into the main guild plot perhaps even as red-hearings in your investigations of the Eye. Since some of the apprentices have side-quests which are at-least amusing (accidentaly exploding undead for example) it might have also made sense to "take on instructor tasks and aid the other young mages" before you'd be trusted with something so important." This would have allowed for more reasonable pacing, familiarize you with the characters, and not nescessarily consist of worthless padding. Padding was how they used to stretch out the guilds, Skyrim goes a little too far in "self-pacing" them. Hopefully they find a happy medium next time.