I agree about how well they did the sound.
I recently downloaded Dawnguard and noticed a few new little tweeks here and there. (no spoilers)
So, as I was doing a quest out on the ice during a blizzard this morning, I was impressed by this new wind sound slowly starting to rise around me. What a great effect which increased my immersion! As the storm blew on and the whistling became more intense (and me more impressed) I suddenly realized I had put a tea kettle on to boil, and
that's what I was actually hearing!

But yes, I love all of the little details and the AI of your opponents when in combat. Those little buggers can really dodge arrows now.
Although, I do miss the tauntings from Oblivion, just a bit...