Lighting!
Yes, some textures are horrible in the 360 version and I hope to god that gets fixed. For example, the map of Skyrim in the court mage's quarters in Whiterun looks pretty awful and blurry, while on PS3 it is crisp. That's a huge problem.
However, what I've noticed most after switching from the PS3 version is that the lighting in the 360 game is extremely hard on the eyes. When I switch into third person and try to get a glimpse of my character's face, it's ridiculously dark. I need to be standing near or at a fire or some other light source to be able to see it clearly. On PS3, this was never a problem - step outside into the sun and everything is illuminated evenly and clearly giving a much more pleasurable view of the world, NPCs, and my character.
I don't know if this is something that can be improved or if it is just a downside of using the 360 version. Anything's better than watching the Skyrim slideshow lagfest that is the PS3 version I guess.
If you manage to see the 360 textures the way they
should look, they are the same quality as the PS3 textures (and I would imagine they are the PC's "high" textures). It's a shame about the bug that causes low textures when you insall to the HDD.
It has been noted that the Xbox 360 has a darker output on most games than the PS3. As the Digital Foundry article on Eurogamer states: "A cursory look at the game reveals that the often-seen gamma level difference between the two consoles is present, giving PS3 more dynamic range in terms of colour at the expense of seeming a little "washed out" in comparison to the Xbox 360 game."
That article is a great read if you're interested in the graphical differences between the 360 and PS3 versions. It also highlights that the PS3 is using a kind of fast approximate anti-aliasing that causes everything to look slightly blurry: "Perhaps the most striking is the marked blurriness to the PS3's image quality in general, particularly on textures ... The blurring on PS3 is almost certainly down to the implementation of NVIDIA's FXAA technology, which is also included as an option on PC. Best described as an 'intelligent blur'."
Draw distance and object pop-in are also a little worse on PS3. Then of course there's the horrible fact that the game becomes unplayable as your save file gets bigger.
Sorry! I know that sounds awfully weighted against PS3. I'm not taking any pleasure in that. I think both consoles are great and there's no point being a really devoted fan of one or the other. But I like these Digital Foundry articles because they really study the graphics of both versions hard.
As for the OP's main gripe about the 360 version being too dark: How are you connecting your TV to your 360? I think if it's VGA or HDMI you have a few different colour profile options in the dashboard options, one of which boosts the gamma levels. Also Skyrim's in-built brightness slider boosts the gamma. I had to turn it up to about 75%.