My one disappointment was getting to +300 hours with one character not having finished all the questlines I had planned to do including the main quest (I like to wander around and take things slowly, very slowly, I'd only done the Thieves Guild, but hadn't got to guildmaster yet) and then having the game completely flake out on me in a number of interesting yet highly frustrating ways, likely due to save game bloat/corruption (I'm on PC). I think that after 300 hours I ran into similar issues that PS3 players are reporting much earlier in their game.
Hopefully Bethesda will fix this, because I do like to spend a lot of time with a character - not making a godlike overpowered character who does every quest line and reaches an absurd character level, just a normal character who spends an inordinate amount of time walking from a to b and catching butterflies in between doing a few quests

There are benefits in starting a new character however, I already realised that I missed some stuff in my first playthrough and I've only just got to Riverwood. But I am a bit miffed about having to ditch a character I liked before her personal story was done.