WARNING: I am not a native speaker or a scholar so please excuse my bad english.
1. Shouts:
I was very excited to find out about this feature, but when I got into the game I have never actually found myself using any shout but the dragonrend (or bend?). I dunno, but to me it seems like the shouts are somewhat useless :/ Stormcall is pretty cool, but other than that they arent all that great. Maybe if the recharge was faster?
Sorry, but there is just something about the shouts that make me feel like they are a useless part of the game. I never really use them :/ (I tried already stealth, spellcaster and a full on warrior characters to make sure its not because how I play my stealth)
2. Dark Brotherhood Questline:
I am a big fan of dark brotherhood, but the questline in Skyrim was... well, meh? Compared to how I felt in Oblivion about the quest line its somewhat dissapointing really. When I started the quests and saw in what state the DB was I tought- "great! i will have to get DB back on top!", but that was not the case to my dissapointment. At the end of the questline the db seemed in a even more desperate state then before

I do have to say however, that I am very sattisfied with the thieves guild quest line.
3. Too few perk points?
I think that they should have given like 2 perk points every other level? Why? well because to me it seems like it takes too long to level up certain skills- for example:
I am usually a stealth class- for that I have to choose weather I want to be thief or an assassin. Getting to level 50+ takes really long and by that time I will have all of thieves guild and dark brotherhood completed. And there will be no reason for me to attempt to level up pickpocket, because I always seem to have enough money since the mix of db and thieves armor is a perfect for my class-->no money spent on armor and I use the blade of woe--- to money spent on weapons.
I do however have to say, that if you go with Stealth melee only you are very underpowered against dragons, because putting a perk point into leather armor would be a waste for me, because I just almost never get to direct combat and so I get killed almost as soon as I get close to the dragon, which just forces me to spend perk points on archery, because that seems to be the only working way for me to slay a dragon with a stealth class- what am I supposed to do with a dagger?