Oblivions dungeons were often sprawling and multilayerd.. Skyrims dungeons offer little to no exploration. They are more or less straight corridors. One could get lost in Oblivions dungeons, this makes for a memorable dungeon dive unlike following a corridor to the loot chest at the end.
Oblivion dungeons had puzzles that you had to think about, sure they werent too complex, but were better than the lame ass recycled picture puzzle you see in all skyrim dungeons. Note to Beth: if you make a puzzle, how about taxing the players brain.
regardless, Daggerfall dungeons are still the best in the series.