3) Whenever you go see the Jarl in every hold, you will be asked to leave your gear behind since it's quite silly to walk into the Jarl's chamber with all your gear and with no escort. Whenever you earn the jarl's trust/become thane, you will be allowed to move with your gear near the jarl.
I think I'd prefer just having to unequip weapons and spells. Actually leaving them somewhere else could be a problem since the nearest safe container could be far away.
Some ideas:
Needing skill prerequisites to get accepted into the appropriate guilds. It makes no sense that someone who chooses to focus solely on melee combat can get into the College, or other such nonsense for the various guilds.
Wearing Daedric armor/weapons/artifacts should incite Vigilants of Stendarr to attack (or if you can manage to do the audio, have them demand you turn over whatever Daedric stuff you have equipped, and attack if you refuse).
Wearing Imperial Armor should cause Stormcloak patrols to attack and you won't be allowed into Windhelm. Wearing Stormcloak Armor should cause Imperial patrols to attack and you won't be allowed into Solitude.
Being seen changing into a werewolf or getting discovered as a vampire should be a death penalty for the Hold, subject to immediate attack by guards with no possibility of yielding, not a mere fine. It can go away after a few days and people forget, but it's ridiculous that you can pay off being a "monster". Additionally, during the time you're known as a vampire or werewolf the Vigilants of Stendarr will spawn more often and attack you on sight.
EDIT: two more:
Playing a Khajiit should make it harder to get into cities and buy houses. Playing an Argonian should make it impossible buy a house in Windhelm (until either the Empire wins the civil war, or you get Ulfric to respect you enough as a Stormcloak).
Wearing an Amulet of Talos should cause the Thalmor to attack on sight, and Imperial soldiers (including Rikke and Tullius) should refuse to talk to you.