I loved Morrowind's "dungeons" because they were so...expected. What I mean by that is one would enter a Dwemer ruin and the loot would be all the things one would expect. Dwemer tubes, cogs, silverware, plates, armor, weapons, and coins. The enemies were mostly old dwemer constructs, attacking you because it's their duty, and tortured Dwemer spirits, attacking out of misplace fury at their death.
Tombs had skeletons or other undead doing their duty of protecting their family's tomb as charged by their code of honor. Items were offerings of jewels or ingredients and family relics of weapons, armor, and trinkets.
Oblivion? It's dungeons felt empty. Their loot made no sense. Steel weapons in an Aylied ruin? Steel Armor? Where are my Elven weapons? My Elven armor? Aylied currency? They felt like they were made for the exclusive reason of loot.
And the caves? Oh jeez, those were horrible. I miss the awesome formations that Morrowind had, like that one cave with the huge waterfall (where you could find a daedric pauldron) that had a skeleton at the bottom surrounded by potions and books and such, as if a traveler had accidentally stumbled off of the waterfall and fell to his death, his packs contents flying all around the cavern. Lots of caves were mixed in their interior, going from a winding cavern into a buried Dwemer or Daedric ruin. The sense of discovery was simply epic.
QF[censored]T!!!!
I miss the old skeleton of fallen adventurers, with old notes wich they wrote in their last ours before death, with their items avilable for looting.
And the whole "theme" style dungeons were just amazing, I have never EVER felt a such exploration feeling in other games than Morrowind. (Althogh Fallout 3 kinda reminds me of it)