My problem with Skyrim right now is that you level up too fast, and you can clearly see the "seams" in the scaling of enemies when you fight a wave of goons that you kill in two hits, and suddenly there's this guy who has a lot more health and munches down your HP. So far it's not as bad as Oblivion, in that i haven't seen any bandits in ebony armor, but they clearly didn't learn their lesson.
For instance, right now i can craft Ebony stuff, but i don't want to ! I'm like "already there ?? but i have barely used my new orcish armor, and i barely used my plate armor before that !". I kept the Companions quests on backburner, but i didn't really do any questing outside of Whiterun yet, and still i've already outgrown the Skysteel weapons and Wolf armor that you unlock at their blacksmith. Maybe i should have refrained from levelling smithing and enchanting, because i feel like i've gained quite a lot of levels from that. I didn't really even try to gain levels in smithing/enchanting, it was more like "Oh neato, a crafting system. Let's make some money crafting and enchanting a bunch of daggers." And suddenly i'm a hero ! In the effort it took to get enough money to buy a couple nice things from merchants, i'm now 10+ levels higher, i'm almost a master blacksmith/enchanter, and the whole world has scaled up, making a portion of the game content that i didn't discover yet, obsolete.
If anything, we need a mod for decoupling non-combat skills from the general level. Or maybe a combat level and a non-combat level, or some other solution so that you still gain perk points for your non-combat skills.