I think Oblivion was a lot better than Skyrim in some ways.
+ Quests (in general, the MQ in Oblivion did suck)
+ Journal
+ Spell Crafting
+ Utility Spells (chameleon, open locks, etc)
+ City size (makes sense but still)
+ Guild believability (less oh hey be our master)
+ Skill variety (No Unarmed in Skyrim

)
+ Less linear dungeons (I think)
I love Skyrim and love Oblivion and love Morrowind. But actually outside of visual/audio experience sometimes I think Oblivion was better than Skyrim. Probably nostalgia goggles.