First of all, i really love Skyrim and i think it is a better game than Oblivion in most ways.
But as great and polished most of the content in Skyrim is, i feel that the game runs out of things to do much quicker than Oblivion did.
The point where you just feel that there is not much more to do comes faster in Skyrim.

Anyone having the same experience?

Mage and Thieves' Guild were much better.

Not to mention other notable stuff.

I have that feeling so you are not the only one. I do have to agree with Darkside Eric the Mages Guild was better, but they rushed it I liked having to get the recommendations in Olbivion and I wish they had did that again in Skyrim then have the questline they currently have. The Thieves Guild is about the same I preferred Oblivion's because it wasn't as dark and disturbed as Skyrim's, but I liked how SKyrim's TG had a lair.

Oblivion was a great game don't get me wrong. But most of the time I felt like I was walking through empty forests. When playing Skyrim, I can't walk for two minutes without discovering a new location, no matter if I'm walking on or off the path. When you say content, are you actually talking about quests? Most of the miscellaneous quests seem pretty empty to me. I like when I happen upon an NPC in the wilderness or inside a building that starts it's own quest. I like knowing I don't have to go into town to obtain new things to do, since most of the time I am just walking around as if there was no such thing as fast travel. (because of all the stuff I find)

I've never played Oblivion (or any other TES's than Skyrim), but yeah, I've heard sevel complain about Oblivion having more stuff to do than Skyrim does. Let's just hope there'll be a bit more when the DLC's come.

I know, i know, im not saying Oblivion content is better, it just feels like there is more stuff to do. Each playthrough keeps me occupied longer in Oblivion. But i guess thats the price you have to pay for Skyrims more polished content/quests.
I just want Skyrim to be neverending i suppose.

You're not alone there

I have 147 hours played and I have only been to 4 of the holds, not including one where I just stayed at an inn for roleplaying reasons.

Nice I'm guessing you haven't started the MQ yet? Keep up the good work!

My biggest issue with the game is how so many of the quests are force-fed to you, and how the guilds feel even less meaningful than in the past games. I remember Bethesda was so enamored with the Radiant AI schedules in Oblivion that quite a few of the quests revolved around getting to know their schedules and then trying to track them down or do something of the sort. You could even learn about the Thieves' Guild just by stumbling upon the beggars at night in communication with them, if memory serves.

In Skyrim, you just saunter into Riften when some shady looking guy with a passive-aggressive complex immediately confronts you about doing work for him. Many other quests are introduced to you in this same manner. It's quite disheartening to have all those quests effortlessly shoved into your log when you're attempting to roleplay and possess no interest in even doing half of them.

I also have that feeling and its weird. And i stayed on the same character in Oblivion for sucha long time, and i never got bored. With Skyrim, once most of the questlines are done( which were poorly done in my opinion) , everything just feels so bland. Dungeons don't even feel important. Characters don't feel unique. I mean Oblivion had the arena, and i hated when Beth compared Brawling to the Arena. Eh im ranting, anyway before i get the huge skyrim fans who think im bashing the game, i believe Skyrim did somethings right, combat, faces, graphics, better dungeon variation ( although all are pretty streamlined), crafting (needs work tho with balancing), and a few more things i might have forgotten. Skyrim does has its flaws, and unfortunately the flaws are bigger problems that can't really be fixed with DLC.

Content/Lore Morrowind>Oblivion>Skyrim.

IMO Morrowind > Oblivion + Skyrim.

Morrowind it was impossible to do everything with 1 character.... or even 2 characters.... it might be possible with 3 characters, but probably 4 or more. Factions hated each other so you couldn't join them all. Many faction missions would have you kill people who were important in other quests. Lack of voice meant ten times or more the conversation topics and total dialogue. Let us not even start on the number of spells, weapon types, etc.

Oblivion you could easily do everything with one character.... but even given that there was a ton of stuff. Not as much as Morrowind, but a ton easily.

Skyrim, with the civil war it is technically not possible to do everything with one character, but that is the only thing and it is fairly similar from both sides. Take fort, kill x, take fort, etc. Otherwise not that much out there compared to previous games. Maybe after some DLC it will get closer to Oblivion.

Now I love all three... but content/lore Morrowind had more.