In Morrowind, filled soul gems displayed the name of the soul's previous owner. Even though this made them unstackable, I think the role-play value it provided far outweighed this inconvenience. It made capturing the soul of a non-generic creature much more satisfying, since you had a named soul gem to show for it. One of my favorite things to do in Morrowind was to collect the unique souls and display their soulgems in a special room. I had them all: all members of the Sixth House, Lord Dregas Volar,Dahrk Mezalf, etc. I felt so evil and powerful.
In newer TES games you can even capture NPC souls. I wouldn't mind having Nazeem's soul on display
