Just a few that I think would enhance the gameplay: a drop and roll function to dodge either range or melee attacks; you know, like certain other games where you tap A while thumbing the left stick in either direction. This would be really helpful when some of the more powerful dragons are consuming you in their nasty breath, or when those pesky magic-users are tossing ice attacks at you.
Another one that I would love to see is to somehow allow you to order your horse to "stay." What I mean by this (and I know I'm not alone in this annoyance), is that I get really irritated when my horse goes running off into battle, and gets himself killed. This was especially annoying before I acquired Shadowmere, whereas he is strong enough to survive most battles, but the regular horses in the game are not. Even still, though, how many times have we accidentally hit Shadowmere amidst the chaos of battle (sorry boy; I didn't mean it!), or how many times has he run off and you haven't a clue where he's gotten to when the smoke clears?!
Anyhow, once again I invite everyone to add to the list here; I think it would be cool.
P.S. No Skyrim haters allowed here; let's have a productive dialogue without the typical "this bug destroyed my whole gaming world!" proclamations. This is for those of us who love the game despite its flaws, so feel free to participate!