Lets say you decide to play a truly vile character, and rack up a ton of kills in the game, especially in a particular hold. The steward should then send three heroes who are not guards to come and try to apprehend you (taking you to jail in the hold from which the heroes were hired) or if you resist, try to kill you.
Unlike a hired thug or bounty collector, it would be a group of three that are not all heavy fighters; the group could include spellcasters, as well as people from different races. I think it would make you feel more like a real villain, not only can you not just stroll into cities, as you don't always need to considering there are plenty of areas to make psuedo lairs out of that are "safe", now small bands of questing heroes are looking to take out the evil warlord, or dasardly necromancer. In this scenario, you are that evil and dastardly person.
Also with Hearthfire they should eventually make it so you can take over a couple of ancient keeps like Valthiem Towers after clearing them, and spruce it up, and have bandit hirelings and things like that.