I really liked Oblivion more, after the bug fixes and mods... Skyrim is kind of dull, dunno why...
Yeah, well the Oblivion gates were really annoying! But playing with a mage is not as cool as it was in Oblivion! And maybe the caves and dungeons are a bit more versitile in Skyrim, but as a whole I like Oblivion more. Maybe it's just the fact that I played Oblivion A LOT, and now I'm bored with the general wondering and "adventuring". And I also liked the main quest more in Oblivion minus the Oblivion Gates...
Although I suppose that whether you're slaying dragons with a sword, a bow, or magic, you're still slaying dragons.