Dwarves in Skyrim would make sense, cause, the stereotype of dwarves in cold places, Vikings etc... But I personally think they should keep them out, simply because it would upset the balance of the race system, and end up looking like Star Wars.
Just a quick warning, because you're a relatively new member and may not have played Morrowind. If you look at Dwarves with the typical high-fantasy stereotype, you're looking at it wrong. Dwarves in Elder Scrolls are a reference to the Dwemer, a different race of Elves that vanished long ago, renowned for their scientific skills and such. They have very little in common with short squat little men with beards (though they do have beards).