I do a few things differently.
* I use horses now. I never used horses in Oblivion because I was always trying to level up my Athletics. I missed out completely on horses in that game. I feel I have more freedom to roleplay in Skyrim (choosing whether or not ride horses based on character preference) and not just chase skill and attribute gains, which is not roleplaying to me.
* I talk to NPCs for the first time. I never felt that many NPCs had much personality in either Morrowind or Oblivion. NPCs in Skyrim have dialog that actually tells you something about them, that refers to
this farm,
this field, not generic pvssyr about Mudcrabs or generic rumors. They also have families now. This makes them feel a bit more "real" to me. Hearing an argument between brother and sister or husband and wife makes me feel more emotionally attached to them. I want to talk to Skyrim NPCs to find out who they are.
Aside from those two things my roleplying is pretty similar to my roleplaying in past games.