Killing the emeperor was the only memorable thing in Skyrim's dark brotherhood. And even that was poorly executed. What were you playing the game on? Cause there were to many dudes to sneak around and it was so damn bright in the boat.
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.
This a million times.
A quest that stuck with me for a long time from Oblivion was Paranoia, remember that crazy Bosmer from Skingrad. That quest was intersting, and unlike Skyrim quests, there were multiple ways to end it. I think another problem lies in the journal of Skyrim. All it is, is one blurb and that's all you get throughout teh quest. Yes, the quest updates, but in a tiny little point form message, whereas Oblivion had popups with more detail.