I can't imagine anyone liking Oblivion over Skyrim. I booted Oblivion up again the other day out of curiosity and found that, compared to Skyrim, it just svcks in every way.
I can imagine people liking Morrowind over Skyrim though. Although I haven't gotten much of a chance to play Morrowind myself yet, from what I've been told it sounds quite good.
Morrowind was my first ES game. It took me a few play throughs before it really grabbed me. I would tend to get bored when I got to the higher levels, as it becomes quite easy to powergame, and make a god-like character.
If gives you a lot of freedom though, and once I RP'd a character properly I fell in love with the game. It is a rough diamond though. The vanilla game is great, but it takes a lot of mods to get the best out of it.
Oblivion was a bit of a disapointment. I hated the levelscaling mechanic, and the main quest bored me. I think the quests were a bit lame too. The Theives guild and DB quests were great, but on the whole I prefered Morrowinds quests. I still really enjoyed the game. I never did finish the MQ! Mods sorted out a lof off issues for me, but it is still not as fun to play as Morrowind.
I am loving skyrim so far. I have put it 140+ hours now, and i still want to play everyday! I wish they left the stats in, but TBH I am having more fun RP'ing a thief / assassin in Skyrim than I did in Oblivion. I dont get why some people say the missions are boring. Quite a lot of the Morrowind / Oblivion quests are fetch quests, and a lot of them only have a "kill this person" resolution.
Morriwind is still my fav ES game, but I think once the CS gets released Skyrim could be my #1!