I love the Oblivion soundtrack. The main theme and battle music from Skyrim are awesome, but when it comes to the general music, Oblivion wins. The ambient music was so relaxing and pretty.
Also, I miss being able to morph the face of my character. With pretty tame pre-sets in Skyrim, you don't get the option of making a completely terrifying dragon slayer. With the bigger vocabulary range of Skyrim folks, it'd be nice to have them comment on the state of your ugliness/attractiveness.