I must have had a different main quest from the rest of you.
In mine, I captured a dragon then I compelled it to take me for a dragonride to the very gates of the afterlife itself. Then I journeyed into the land of the dead and defeated an enormous dragon-god-thing using the help of my soul-tearing roared shout while fighting alongside the great dragon-slaying heroes of ages long past, at the whale-boned doorstep of the meadhall of Valhalla itself.
This.
I pretty much enjoyed the main quest. Could it have been better? Yes, but it was good enough for me. I don't want people cheering and clapping every time I cross the street.
For Roleplay aspects, my character has earned the right to return to Sovngarde after his death,which is, on one hand, the dream of every true nord, and on the other, a great honor as a Khajiit. That's enough reward for me.
On an item-based point of view...yeah well, if I got an powerfull weapon at the end, every other player around the world would use that one too. That'd break my Elder Scrolls immersion.
When the construction set is released, I'll have some mods in mind to fix that...