In dawnguard you choose the dawnguards or the vampires, one side wins one side loses. I'd like to see more choices like this.

You can join the Dark brotherhood you go mess with the penitus oculatus amongst other murders, or you can work for the penitus oculatus and take out the brotherhood.

Other opposing factions that might have been interesting.

You could join a city guard/law guild and go after the thieves guild.

You could join the silver hand and go after the companions and hunt werewolves.

Ahh I want to destroy the Thieves Guild along with Maven , people like Serana and other not clean characters.

That would be pretty cool. I really like the questlines where you can choose what side like the Civil War and Dawnguard and I wouldn't mind seeing some more of them.

I think it'd be cool for the factions to interact with each other more.
For Example: Astrid and Delvin know each other so you could have more TG DB interactions. For some people they'd want to join the Silver Hand.

All the Factions are on their own linear track. Its ok but they could do better.

That can be good , destroy both at once !

That's an interesting idea. Have some of the guilds intertwined in certain ways.

I agree even the possibility to join the Thalmer (for some people who might like it cause they play as Altmer)

I wish I could join the Khajiit caravans

I'd join them just to stab 'em in the back.
As for the Caravans; less join more 'temporarily guard'. I roleplay my Khajiit as a mercenary and one of the travels was with Ri'Saad and his caravan.

This isn't a new idea, its been done before in Stalker:Clear Sky. They had faction wars galore in that game.

The reason Bethesda doesn't have this in Skyrim is because of time constraints. They're probably planning on a few more DLC's that will add more faction stuff to the game.

You do realise that to join them you'd have to take an arrow to the knee, putting your adventuring days behind you

True that it isn't an original idea but still...
If Bethesda didn't try to pump out so many thing out at the same time they might actually get quality not strictly quantity.

Initiation.
Captain of the Guard: "Your orders are to get shot in the knee"
You: "Why"
CoG: "Just to make sure you're willing to follow orders"
You: "How doe..." *arrow in the knee*
CoG: "No more adventuring for you too bad I heard your cousin was out fighting dragons. Guess you'll have to spend the rest of your time on guard duty."