Every game for me has been better than the last, however that doesn't stop me from missing the old ones. same thing happened with morrowind amd ob. While the majority of the game is vastly improved, some small details are changed or removed. So as each new game comes out I fall in love again, but nothing makes me forget the days spent wandering in cyrrodil or vaardenfell....each game is special in its owm way and the memories from playing Mw and ob as a young man I will never forget.
I suggest playing them all from the start of the console versions, in order. Play Mw, then ob, then skyrim amd you will have great memories to last a life time.
Going back from skyrim to Mw is quite a technological jump though. like i said many aspects have been greatly improved, amd i mean many. That doesn't stop Mw from being just as magical though. Nor oblivion imo.