Oblivion had several, the Who Dun It quest was simply amazing, the Bruma kill to make it look like an accident, sneaking into the fort to exchange the medicine with poison.
Oblivion, "We are not murders. We are artisans of death." is the feel I got from the Brotherhood.
Skyrim, "Just stab some people and call ourselves assassins," is the feel I got from the Skyrim of Brotherhood.
I personally liked both Dark Brotherhoods, but after the Cheydinhal(misspell?) Sanctuary stuff was done, Oblivion's DB kinda svcked. It was like most of the contract side quests with Skyrim's DB. Run up, kill the guy, get some money. No excitement, like dropping a stuffed head on someone.