1). Self-Shadowing: Hopefully applied to everything in the game world - all characters, objects and environments.
Depends on the engine. Top end PCs would probably be able to handle it without too many problems. Mid-range PCs may struggle. Same with the consoles which are the equivilant to a mid-range PC. Remember you have a lot of things in this game than draw resources. View distance, LOD, scripting, AI, etc.
2). DIfferent Dragon Species: Many different kinds/species of Dragons to defeat will give the game more diversity [by many different kinds, I mean some that fly, some that live underwater, some that have more than one head, etc.]. The more combat variety we have with these Dragons, the better the game experience will be. It will also force the player to alter their strategies to defeat each new challenging Dragon. [hopefully, the very last Dragon in the game will be ENORMOUS]
Depends on how Lore friendly it would be. Lore wise Dragons tend to be somewhat rare sights and solitary creatures. They also aren't just agressive beasts.
3). Destructible environments. That is the new thing in game tech nowadays - to show off how destructible a game's environment is and Skyrim would greatly benefit from this particular level of detail. Imagine swinging your sword to attack a skeleton - but it moves just in time - and you take a chunk out of the wall behind it. That would be EPIC!
Again depends on the engine. But I'm not really sure how likely it would be. Any change made to the game world is recorded in the save files, thus increasing its size. Player actions, inventory, stats, NPCs, dialogue, items, quests and more are all recorded. Start adding destructable enviroments to the list of things the game needs to record and save file sizes are going to jump big time.
Also there's already a Skyrim suggestions thread somewhere abouts.
edit: Ah, here we go, ---------> http://www.gamesas.com/index.php?/topic/1149932-official-ideas-and-suggestions-topic-2/