First, I don't see how people can compare any open-world game to TES . Of the previous ones that were mentioned (DA, Witcher, etc.) the only one that fits is GTA, and that's an open-world action game, not an RPG. The Witcher 3 is going to be a sandbox, so we'll see how that compares, but up 'til now there hasn't been much out there, except a few in very different genres like X3 or GTA. Two Worlds is the only one I can think of off the top of my head.
In terms of what's missing from Skyrim, I agree with most of what previous posters have said.
My personal spin is:
I want stats, and the use of those stats in the game world. I'd like the world to recognize and differentiate characters, so that a strong mage plays differently than a fleet warrior. Or so that a character with a high speech skill experiences the game differently than a drooling idiot. Some people say this doesn't matter, that you can just imagine whatever you want (even though the game ignores or even contradicts it), but in that case, why bother with the game at all?
And I want choices and consequences. I'd like my actions to (occasionally) change the world, and to have the world acknowledge that through gameplay. Maybe it means that I can't join the DB, kill the Emperor, then join the Imperials and kill Ulfric. Or that I'd have to master the magical arts to become archmage. IMO, this would be great, because I'd like a little sanity in my game world. And it means more surprises when you replay the game.
Also, and this ties in with the previous issue, I'd like to be able to fail. I'd like to fail quests, fail to make friends, and to have NPCs hold grudges if I act like an ass or perform an action that is against their interests. We currently have a faction system that has become more stupid with each iteration since Daggerfall. We've got Radiant AI tied into a Teletubbies faction system. I'd like to see that trend reversed.
Unfortunately, my vision and BGS vision seem to be radically divergent, and I think we're going to see future TES titles become even more "streamlined". And don't get me wrong, there are elements that Skyrim got right in a big way, such as exploration. It would just be nice if they put some effort into RPG elements as well.