A commonly enjoyed one is Anise's Cabin due west of Helgen, with the back story of her trying to start a Witche's Coven and then having the Alchemy and Enchanting tables in the "secret" basemant. Just the whole ambiance of finding a little secret like this tucked away somewhere is very cool to me, and I think it will resonate with others in the same way.
So, what little secret places while wandering the wilderness have you found? How'd you find it, and what did you like best about it?