Haven't been bothered much with glitches, in any TES game - not even in Daggerfall. Maybe that's the glitch?

Oh wait, I had one (although I suspect memory/performance issues with the first PC version to be the cause) where I went over a "snow covered" bridge to Windhelm iirc. Appeared to have some sort of low level LOD that didn't update at all, my character walked in waste (waist?) deep snow. When he reached the (missing) gate, he just "fell" into the town which of course wasn't loaded (only exterior version), followed by a dieing fall waaay down there

Other than that, with my "new" graphics card (285GTX), I'm getting some gfx hickups that ruins the graphics (DX related I suspect) that are not fun at all. I never saw these with my old 9800GTX card (which broke down).
"Fun and exploitable" glitches? No, not once. I don't pursue them either.