Marriage - better dialogue once you're married. This could include random comments from your spouse about how their day was (when they're not following you, it would be weird if they mentioned how they went shopping when you know they've been dungeon delving with you all day), giving them gifts (including clothes, weapons, jewelry and armor
they would equip), and some dialogue options that actually show affection ("I missed you when I was away", "I love you", "I'm so glad I met you" or things like that).
Having access to followers' and spouses' full inventory without mods.
Shorten the generic greetings from various npcs. It's fine if people you meet on the street say "Hello" or "How do you do?", but why Sigurd has to tell you he works for Belethor
every single time you pass him by is beyond me. And we don't want to hear Nazeem go on about the Cloud District any more. At least, give us the option to say "Yes, in fact I do - Thane, you know" or something.

The ability to turn down quests. When Brynjolf jumps you in Riften, you can tell him you're not interested, but the quest still will be in your journal. It's just one example, the game is full of this. Just let us say "no", and if we change out mind, let us find the questgiver again and start the dialogue ourselves instead!
Also, agreed about better or more complex schedules. Bards and innkeepers actually eating and getting some sleep. Jarls doing anything but sitting on their throne and go to sleep in the night. I've seen Balgruuf and Laila sit by their tables sometimes, and Ulfric moves around a little before you start the CW questline, but that's about it. I would for instance be great if Ulfric in fact
did visit the Temple of Talos, as the priestess claims he does, and if all the Jarls had regular meals and maybe some martial exercise (they DO look way too fit for someone who sits all day). Not move around too much, since they are questgivers and could be a little hard to find, but we have the floating marker for that, don't we? And other questgivers do in fact move around - for instance the Companions, I've been reporting quests to Vilkas in the Falkreath forests. Which brings me to the next thing, other factions than the Companions should
work. Let us see Vex sneak out of a house in the middle of the night. Let us meet other TG or DB members on their way home from a job. Let someone from the Bard's College actually perform in the Blue Palace occasionally.