I finished the game a few months ago, but just randomly picked it up again and realized how much I hadn't done. I haven't done:
* Civil War (never chose a side)
* Dark Brotherhood
* College of Winterhold
* Companions
* Many of the Daedric quests
* Numerous sidequests
I feel like I've still done a lot (Thieves Guild, Main Quest, lots of misc. quests, random dungeon stuff, etc.) but also feel like I'm missing out on some cool stuff.
What are the "not to be missed" quests and quest lines? Is it worth going back in to pick a side for the Civil War? I hate the Stormcloaks, but the Thalmor suck too and the Legion is all cool with those guys. Are the College and Companion quests worth doing?
Of the Daedric Quests, I think I've only done "A Night to Remember" (awesome) and "House of Horrors" (meh). Any others that are really unique (or give awesome loot) I should check out?