As far as I know, the Vampirism cure quest bug hasn't been fixed yet on consoles (and will never, most surely). I think that's a pretty big irritating bug...
(That bug doesn't exist on PC with the UOP).
That is a big bug. I never once crossed it because I always managed to cure myself before the disease took hold. I also made one vampire who never wanted the cure so that never bothered me. In Oblivion I ran into zero quest bugs. I had things disappear like they was supposed to. I could set up my house perfectly without items exploding everywhere. In Skyrim all of these things happen.
The only bug in Oblivion was occasionally a had one enemy weapon fall threw the ground. The lost weapon was never anything important so that really did not bother me. Oh yes there was a minor display bug where not all of your items shown up if you put a lot of weapons or armor in a container.
While I feel Skyrim has a lot more potential than Oblivion, Skyrim is simply held down by bugs. This game needed about six or more months in development to iron out the bugs. I mean this game does leveling better than Oblivion and the world is far more immersive and its one of the best created worlds ever in a game: its marred by irritating bugs on every front.