What I would like to see implemented in Skyrim, is the ability to get away quicker and easier should you have the skills to do so. If I'm caught rummaging through someone's house looking for something to steal, I should be able at the very least to impede their ability to immediately run out and call for the guards. Maybe I run grab the person and tie them up, or maybe I throw something that ties their legs up and trips them, leaving them laying there while I make my escape. And should they make it out to a guard station, instead of having zero shot to physically defeat multiple guards, maybe I have some kind of smoke powder or smoke bomb that I pull from a pouch to create a huge cloud of disorienting smoke that will allow me the precious few seconds it would take for me to scale the nearest building and make an escape over the rooftops, or duck through a dark alleyway and disappear in the shadows or drop into a sewer.
There should be an art to running away, and I hope to see a few options that aid in that in Skyrim.