I dont understand these people I have played Morrowind (ages ago), oblivion and Skyrim and Skyrim blows them all out of the water.
I highly doubt most of the people who say a one of the previous games is better are being sincere. They REALLY need to look a both games. Morrowind was great but each subsequent game has been a vast improvement. Allot of people are just being stubborn when they say the like Morrowind better. I mean they are entitle to their opinion but my opinion of their opinions is that they are not sincere.
Morrowind and oblivion had a painful hack and slash system, Skyrims combat is awesome.
Your favorite is dependent on what value you place on certain features.
You seem to have a high value for combat quality, so naturally Skyrim will be superior compared to the previous games. People like me place a high emphasis on magic, and spell creation in particular. Since I feel Oblivion is superior in the magic department (and I place a high emphasis on magic) and improved combat is a low priority for me, Oblivion is therefore better. That is why I prefer Oblivion more than Skyrim.
Of course there are a ton of other things I liked more in Oblivion, but that was just an example. In short, Skyrim improved a lot of features, but most of the things that got better I never really cared about anyways. The cutting from Oblivion to Skyrim is another reason I prefer Oblivion, because some of the things cut were very enjoyable for me.