Ok so far through your awesome posts I have. Pale Pass, I totally agree with you. I had the Cowl of Nocturnal the second go through so i could see everything. But my first runthru, I didnt know what I could possibly see, it was a whole new world. In general all over Oblivion there are always those random critters triggering battle music when they come out of no where. Also in general are most all of the Dungeons and Ruins they always contain random leveled items and monsters there to scare the crap out of you. Most all of The Undead are scary expecially when creeping around a cave and spotting one headed right for you. Also Breaking and Entering can be quite scary expecially if the owners are skilled warriors or mages.
If you have anymore please dont be afraid to post, I love hearing these stories!