Would you like to be able to speak to him before the battle like with Dagoth Ur in Morrowind?
Will there be some dragon/endcult leaders? Will there be long and deep sidequests with villains worthy of remembering like the red dragon in Baldurs Gate?
Will there be some kind of recurring villains or betrayals for interesting plot twists? Final fantasy 7 were really good at this, and proved that good antagonists are just as important as good protagonists.
I hate it when villains in a game have underwhelming, shallow and impersonal dialogue/character.
Do you share this fear for Skyrim?

(Even though there on the empire's side) All in all i hope there villians are as good as the ones in MGs!