Skyrim is better but not for everything. Many of the quests in Oblivion I believe we better - the Thieves Guild quest in Oblivion for example, or the Dark Brotherhood quest.
In Skyrim I found most quests - perhaps inevitably - seemed to be either variations on Oblivion and previous games. In addition they often seemed shorter and less involving.
I also felt that Skyrim was missing at least one truly larger city. Playing on PC (with access to a console copy) I feel the issue was pushing the graphics while remaining playable on PS3/360. It's clear to me, given how the game is actually pretty undemanding on PC, that it could easily have more on-screen activity in terms of people and therefore support a large city quite well - but this hasn't be exploited. Maybe a mod will fix this.
In a similar vein, while I liked Skyrim being a much more consistent place in terms of geography, I felt it was missing a few quests/areas that really mixed things up - something like the Shivering Isles in Oblivion. Again though mods (and no doubt DLC at some point) will probably fix this.
It's a pity because Skyrim is better in every other way and overall I'd still put it ahead of Oblivion/
Try to be reasonable... its easier than you think...
