The thing I most miss from Oblivion is spellcasting. In Skyrim you need a free hand, and there's only one light spell which doesn't last long (there's that cast a ball of light thing, but it lasts about the same time, and you still need a free hand), so you are forever changing weapons to get a free hand, casting light, changing back to the bow (obviously), running out of light, swapping weapons and so on. In Oblivion, you had a cast spell key, it didn't matter whether you had a hand free, and there were five light spells, the first was awful, but the last really lit things up, lasted for a useful length of time and you didn't need to change weapons to cast it again. Changing weapons to heal yourself is also a big drag for me.