http://kotaku.com/5861891/watch-two-women-play-skyrims-haunting-theme-on-violin-and-piano
Skyrim is better than Oblivion in every possible way.
Quests (especially the MQ), art direction, writing, voice acting, music, combat. It actually feels like a sequel to Morrowind and a part of the Elder Scrolls universe. Not just because of the Dwemer ruins and the constant references to Morrowind throughout the game, but just the atmosphere of the thing. You don't hear generic mudcrab chatter and people don't stare at you with creepy smiling faces.
I know Fallout 3 wasn't good, but other than that it seems Bethesda seriously inclined as a company since Ken Rolston left. I know he was the Lead on Morrowind but man did he fuck up on Oblivion. I don't know who led the team on Skyrim but it was almost as if he sat the team down and said, "Look, this is what sucked in Oblivion, this is what was great about Morrowind, get rid of the crap Oblivion brought in and try to bring back a bit of what made Morrowind so unique".
Radian Quests and the loss of the primary stats is a bit of a kick in the balls, and the MQ/Civil War don't have satisifying resolutions, but other than that Skyrim is one hell of an improvement.