In TES:VI, I'd like to see shopkeepers' prices go up when you steal enough from them. They might not be able to figure out who keeps snatching their stuff, but logically, their overhead should go up to recoup the losses.
On the same token, even with a Thieves' Guild, it's easy to feel like the only burglar in the world. Every so often, it'd be neat to see another thief trespassing late night in a store or house without being part of a quest - This could lead to some humorous dialog. Big-Head had the right idea in Shivering Isles, too bad he's more nut than thief.
It's a little weird to realize I know way more about the history of Tamriel and Nirn, than I do about my own country. This is especially disturbing, as I'm actually pretty well versed in said county's history.
I remember way way way back in the day when many people balked about enchanted items in Morrowind looking like they were covered in Saran Wrap. And again in Oblivion. It's amusing that 200 years later (ha), items still use basically the same effect, yet looks infinitely better due to nothing more than adding a tiny little pattern cycle to the plastic and subduing the effect overall. Admitted, the higher quality of item graphics certainly helps, but I wonder how much of my acceptance stems from simply being used to it by now.
It's interesting that many of the "problem areas" of previous Elder Scroll games has been fixed by little more than the designers making concessions for more casual gamers and overall accessibility. Example - No matter what class I'd start out as in, in Oblivion, the character would ultimately fall away from such about ten levels later due to efficient leveling habits and having higher sub-skills than what they were actually supposed to be good at, ensuring that every thief or fighter worth his or her salt would also be a master mage, every mage excellent at sneaking around, etc, since the thought was "I leveled the skill, might as well use it." Now that I don't have to worry about such, my dual-wielding Skyrim warrior runs straight into fights, has never used a lick of magic, and I don't think I've ever enjoyed a character this much, mechanically or role-playing wise. In otherwords, Skyrim seems far more immersive and deep, because at the same time, it almost isn't. There's beauty in simplicity.