Oblivion: Removed the dullness to a degree, adding a bit of life to characters but added level scaling and fast travel via teleportation on the map, and the MQ was thrust in your face from the get-go, lockpicking was a chore. However, lore was kept in, plenty of things to do and explore.
Fallout 3: An improvement over Oblivion in the flaws mentioned above, but you have to like a post nuclear setting, I'm strictly a Conan-esque fantasy type of guy. Also, I felt that the dialogue options weren't all that great, and made me feel either like an idiot good guy or some potty mouthed homicidal punk with little in between.
Skyrim: Straight into Conan-esque nordic type of fantasy :rock: , all the flaws fixed in Fallout 3 from Oblivion tweaked better, killer perk system, and complementary dialogue in terms of services and information purposes. Will most likely be the most enjoyable out of the four straight out of the box.