Is anyone else experiencing this? I'm finding that I'm often crashing during the loading screens between areas. It's completely random and it seems that it can happen when moving into any area.
It doesn't give an error or anything, it just immediately closes Skyrim. When I restart, I have to continue from my last save, so it's crashing before it saves at the entrance of the new area.

Did you try http://www.gamesas.com/index.php?/topic/1255536-game-crash-on-start-up/page__st__160__p__19141699#entry19141699, by chance? Give it a go, if you haven't yet.

It didn't help.

Alright, so lets take a step back:

What are your specs? What settings are you playing on?

And in addition to your specs and game settings, is your GPU driver updated?