But you know what I'm not going to miss?
The absolute uselessness of any NPC that you have to escort. Really... the AI in Oblivion seems to have only one possible mode of operation, which is to charge into melee, get between you and any possible target, and shuffle around at high speeds to make your targeting impossible from nearly any angle. I've just resigned myself to losing the ones that are killable, and the ones that go unconscious are much better off enjoying nap time than they are trying to "help."
The biggest NPC idiots in the entire game, I think, have to be the Knights of the Thorn that entered the Cheydinhal Oblivion gate... last night I was on the quest where you have to save them while battling toward the gate sigil stone (and you do not get a dialogue option for "wait here, you morons").
Attempt #1... I lead the way, letting off lightning bolts at daedra. One of the knights somehow manages to run past me, get directly in my way, and eat a lightning bolt. Now, most NPCs in fights warn you when hit, only turning on you after multiple accidental strikes, but this guy took immediate offense. He ran at me, swinging his mace, only to get jumped from behind and insta-gibbed by a Clannfear. I facepalmed and reset to my last auto-save.
Attempt #2... I didn't hit anyone with a lightning bolt. My knight buddies charged into melee with a pair of Dremora. Clang, clang, clang... then a curious thing happened. This fight was taking place on the edge of a bridge over a lake of lava. I walloped a dremora hard, knocking him off the edge of the bridge, into the lava.
The knight fighting him immediately dove in after him.
The second dremora, targeting that knight, jumped after him.
The second knight, targeting that dremora, jumped after them all.
By the time I got to the edge and peeked over, there were four [censored] corpses floating gently in the magma.
And I had to go down into it and fetch a signet ring off one of them so his dad would know what a moron he was.
I facepalmed again and let them stay dead. Clearly, the gods made those guys stupid. Who was I to argue with the gods?
The Fallout games, throuhg the use of VATS, gave you much better fine control over situations where your companions might be in immediate danger. Although Skyrim obviously won't have Pip-Boys, I'm looking forward to some of the powers that slow time, so you can wrestle control of critical situations back from any friends that might be trying really hard to get their stupid selves killed.
Anything else in particular that you won't be sorry to leave behind in Oblivion?
(High-security treasure chests containing junk like yarn and brooms would be another major pet peeve of mine)