Oblivion was great and some parts were better then Skyrim. The cities were better fleshed out and felt more unique. Dark brotherhood and thieves guild quest line were far superior and some of the side quests were better too. For example the one where you go inside the painting was excellent.
Skyrim was my first Elder Scrolls game, and I also felt that the main campaign is pretty lackluster. It's extremely straightforward, with little surprises (really only Paarthurnax comes to mind) or noteworthy events compared to even the sidequests in the game.
I've heard that the different guild quests are shorter compared to Oblivion... is that true?