I was in Mistveil Keep in Riften, just about to leave. Unmid (Thane) starts talking to Anuriel (Steward) about the Jarl's safety. They go back and forth for a bit, then Anuriel changes her tone and says, "Why don't you meet me in my quarters, and we can talk about this more...privately." They've got a little somethin' somethin' going on, haha!

I got a kick out of that one.

Idle conversations can be great to listen to, I've been meaning to not rush about so much and listen more to them. The guards often say some useful information about something NESW of somewhere as well. Oblivion was good like that as well.

Guards often give the locations of dragon lairs sometimes including word walls

When I sneak around Bandits...
They sing the silliest things!
MAKE THEM STOP AAAAH THEY MAKE MY EARS BLEED WORST THAN THE GREYBEARDS!

I have started using an 'expensive' set of headphones, plugged into my TV when playing Skyrim on the xbox. Since trying them out, I have had a fresh experience in Skyrim. Not only is everything surround sound and 3D, I can actually hear things as they happen! Footsteps approaching, mud crabs popping out the ground and conversations, often between bandits, when in caves.

Usually, I walk in and can hear something, but now I hear the whole thing Wanted to share that.

On topic, I often talk to the guards of a hold to see if anything new is happening as well as to hear of my recent antics

They give locations of dungeons, shipwrecks and other points of interest as well. For some reason the guards in Windhelm love telling my character about all kinds of gossip about Falmer hideouts and shipwrecks.