When I experienced a lot of lag or freezing in Fallout and Oblivion I would perform some housekeeping on my inventory. Sell off everything that I didn't absolutely need and sorted out what I had left, ammo/arrows in one cabinet and weapons in another. It may have been pure coincidence but the games seemed to run better after doing this. I can't say whether or not this might affect Skyrim as I have been out of town and haven't picked up my copy yet but I thought I would pass this along.