Please keep in mind, while none of this is needed in the game, it's always good to have options. The more options a game has the better it usually does. Look at WoW.
Hand to Hand Combat
Damage - I feel as though their are no real incentives in raising the Hand to Hand skill. It's a weapon that you always have and never degrades, I know, but that isn't really much of a problem. Those are the only real benefits. Once you level up to max, assuming other character level with you, it becomes a big challenge to kill/fatigue anyone using Hand-to-Hand since they all have better armor. Harder still since they all have deadlier weapons to kill you with. I would like for the hand to hand skill to have a higher amount of damage depending on how high you get it. In Fallout New Vegas, you can get through the game entirely unarmed once you get the right perks. It doesn't cheapen the game, it is just another way to play. And having the option to play like so opens up more playstyles/character builds to make more people happier.
Knockout - The ability to knock out your opponent and have them stay unconscious for hours, or at least 45 seconds to 1 minute real time. What if you don't want to kill someone due to fear they might be involved in a quest you don't know exists yet, but you need to mess them up and take their stuff, or just fight back to make a clean escape? With the ability to knock someone out, not just down, this will be easier. Once you knock a person out, you'll go back into hidden status and guards won't chase you down the moment you leave a house. This would make sense because there is no one chasing you, since you knocked them out. I feel that Hand to Hand should heavily damage fatigue, and lightly damage health. Once you knock an enemy out, then hitting them repeatedly (with Hand to Hand or any weapon) would kill them.
"Retractable" Claws - Another feature I would like for Khajiit to have is the ability to switch from claws to closed-palm fists. This way they can knock out enemies, or kill them by using their claws as a weapon that heavily damages health, not just fatigue. I remember a lot of people asking for this on the Oblivion boards back in the day. This could be done by having a permanent hotkey (for khajiit) that you would press to switch which one you want to use, like in Fallout: New Vegas with ammo types. Or even better, just make it a permanent, weightless 'weapon' you have at the top of your weapon inventory. This would free up hotkeys.
I know I am pushing for Khajiit to have more abilities than other races, but remember, options are a good thing, and if you're ready and willing to fight dragons, why not a little ol' kitty with claws?
Legs - I will admit, this will probably not make it into the game, but it'd be cool to see leg attacks incorporated into the game. Maybe by performing a power attack after your enemy recoils and is getting fatigued you could knee them in the face? Yeah, this one sounds like a bit much for them to incorporate, in my opinion, but just mentioning it because I heard you could grab enemies.
Stealth
Search, and then Destroy - I hope guards don't have sonar in this game, and can't instantly home in on wherever you are just because you have committed a crime. It'd be nice to see them have to search for you, and give up looking if they can't find you after a while.
Dead Bodies - I'd also like to see something in terms of having to hide bodies. Perhaps a more dynamic patrol pattern by NPC's would warrant this? Like for instance, if you are exploring a dungeon, and you kill an enemy, when another enemy sees the dead body while making their rounds, they go into alert mode until they find and kill you, or they die. This as opposed to walking right over the recently murdered corpse of their fallen gang member. I'm not saying everyone in the dungeon should constantly be moving, I'm saying it would be nice to see 2-3 designated patrols walking the entire dungeon, or devoted to checking out multiple rooms at least. Maybe not even constantly, maybe just at certain hours of the day. If you kill someone in town, and a guard finds the dead body but did not see you kill the victim, they should question you. If you took anything off the dead body (except for money, because money all looks the same), they should determine you were the murderer, and exact justice however the situation warrants. If you were to kill someone in a house, and a family member finds the dead body, they should immediately run for a guard to come and search the house for intruders. Maybe not the whole house, moving around like a one-man SWAT team, but search around a bit though.
Bounty - As for having a bounty placed on your head after killing an innocent (or someone believed as an innocent by society), this needs to be tweaked. In Oblivion, it happened way to often even when there were absolutely no people around to possibly see or hear your assassinations. I'm sure they already had plans to improve this, but it still needs to be said.
Area of Criminal Activity - Committing a crime in one town should not instantly be known by every guard in the entire world. I played Oblivion with a mod that changed this, so I know it can be done, and it was quite enjoyable. Guards in other towns should be made aware of major crimes after one day for every town away they are (So a town five towns over would find out about your major crime 5 days later). Minor crimes should only stay in the town/area that you committed them (The Black Horse Courier wouldn't waste their time taking that news to the next town).
Regarding concealment, Bethesda has always done a pretty good job. Hopefully they can keep it up in this game.
Thrown Weapons
Bring these back, for one. Even if you can't find any use with throwing weapons because they may not suit you, it's good to have options. If you can do this in Morrowind, with an inferior engine, I don't understand why they wouldn't be in a game for PC, PS3, and 360. I'm okay with them not having the range of a bow and arrow. I expect that.
You should be able to poison your thrown weapons. Once poisoned, they should become a different weapon altogether (i.e. "Poisoned Throwing Star" like in Morrowind), to avoid confusion in your inventory. (Fallout New Vegas has this problem where the weapon does NOT change whatsoever after being poisoned and this causes glitches).
One poison should coat several thrown weapons. This makes sense due to the fact that thrown weapons are usually smaller.
That's all for now. I believe I'll revise this list a bit, if need be. I know it isn't perfect.
To my fellow ninjas: Keep this topic bumped before it's too late for Bethesda to implement it!