There's one thing that's been bothering me for a while and that's there's a lack of themes and music for certain towns and locations. Take an MMORPG for example, think of it as a bit like that. While you explore a region or the wilderness in general there are certain soundtracks, but once you enter cities and towns they have their own unique tone/soundtrack to them which gives their own feel. Or perhaps like in Zelda(this is a stretch!), when you enter a shop the store-theme kicks in.

Let me build a scenario(enjoy the adventure?)
(Note that these are only to give you a general idea, and in case you haven't noticed. Click the links.)

0. http://www.youtube.com/watch?v=h7aYfjE8h48
Because I can't leave Jeremy Soule out of this.

1. http://www.youtube.com/watch?v=eFoaFw0MqMY
This of course could be the vanilla music, but hey, it's more fun with something not previously in Skyrim!

2. http://www.youtube.com/watch?v=Mgfwq5SBQ3Q
Again - as previous point could've been the vanilla. Still more interesting like this. Besides, who doesn't love Baldur's Gate?

3. http://www.youtube.com/watch?v=clld-gFL050
I couldn't be bothered to find something else so this will have to do. Use your imagination, hell, find what suits you.

4. http://www.youtube.com/watch?v=y4ZyNoHwC1k
Because I'm currently playing through The Witcher as we speak.

5. http://www.youtube.com/watch?v=vfCzTcydsX0
I'm running low soundtracks, unless I'll put too much time into finding examples...

6. http://www.youtube.com/watch?v=qyG_mnBS6zg
Because I think you've gotten an idea of it now.

This is what Skyrim doesn't do at the moment. Skyrim is playing it's soundtrack from start to finish regardless of where you are(exceptions being dungeons and combat then). But it doesn't really add any unique atmosphere to certain key locations. If a city/town had it's own theme that location would suddenly bloom with it's unique feel. As for now, I prefer not to have music turned on at all since it's quite distracting and grows very dull over time since it's never changing.

I'm very poor at modding, programming, scripting and what else, otherwise I'd happily give it a shot. But until I get to know how, maybe someone who shares this need is willing to come up with something interesting to give a new sound experience to the people of Skyrim, or perhaps this just gave some ideas.

Along with Sounds of Skyrim by Cliffworms, this I believe would be quite awesome.

Thoughts, criticism, suggestions, yadda yadda. All is welcome! (Just please refrain from bluntly flaming with negativity. It's fine if you don't like it.)