I would love to do my shopping and a some spy missions in the imperial city of Cyrodiil. Depending on which side your character is fighting for Im sure it wouldnt be too difficult to do. it could even extend/open up missions for the thieves guild and others depending on which you have already joined.

Ive started playing Oblivion again as you can possibly tell.

Would be cool, but i couldnt see them adding the imperial city by itself, unless you like teleport to it or something.

I dont think they're gonna do it though cus they have a whole game (their most recent tes besides skyrim) that takes place in the imperial city.
In a game named Skyrim, i dont really see the imperial city taking a role, but who knows what bethesda is gonna do. After all Dragonborn does go back to solthsiem, and nobody was really expecting them to go back to a place they already did (in an expansion no less).

Also btw, like your avatar. Murray is like one of the best characters in monkey island haha.