That said, we should be able to choose whether to side with the Thalmor or not, and see that actually take an affect in game. Naturally I am aware that this would be a big task, but knowing that the third, major DLC is said to be the last, I think we all can agree, you need to make it really count.
Perhaps journeying into Cyrodil again, or somewhere else, just to add to the sense of the world. Even Hammerfall would be good, and we could learn the conclusion of what happened to that woman we either sided with, or had arrested.
That said, no matter what happens, there needs to be some kind of conclusion with the Thalmor. Even if it's just leading up to another game, and just setting us up for it, as I don't think the current content did it justice.
This time, it could be for players that like the stealthier gameplay, to find out plans and assassinate people (ala Dishonored), etc.
((For everyone else reading this, discuss))