In Morrowind you could use boats (Not viable for Skyrim in general, however a few boats to take you up and down the coast would be great).
Also you used Silt Striders for transport across land.
Now I would love to see a return of this sort of travel. So, Mammoths as the new Silt Striders anyone?
This might seem a very obsolete form of travel with the introduction of fast travel, why pay when you can just click? However it does provide a more immersible game with little effort on the development/implementation side plus some real benefits as well. In Oblivion you couldn't fast travel when you where over-encumbered, I am thinking it will be the same with Skyrim, but you could travel over-encumbered across the map on a mammoth.
Ideas?