After finishing, I was disappointed in the dragon ride. It's like they set up this big Neverending Story moment... the dragon tells you that you will be jealous of the Dova once you experience flight... and then... teleport! You are there... no motion, not even a cheesy dotted line on a map to show that you are flying. Just there. Then he promised me a ride back, but instead, I teleported to the throat of the world. Huh. The last conversation with Parthanaax was a bit disappointing as well. I almost wanted to kill him just for something to do. It was cool to see all the dragons flying around.
However, where are the greybeards? I wanted to share my exciting story with them, but they were nowhere to be found. Are they locked in the secret conference room that I can't seem to find in High Hrothgar?
Then, back in Whiterun, mostly the same old same old. It was nice to hear the guards talking about me and to be greeted with some favor, but you'd think the Jarls would say something. You'd think humanity would reward me for what I just went through? Nope.
So now what? Finish up the other quests? Maybe. It feels good to be done. Took a full hour+ to get through the maze and find Alduin. That's like watching a whole movie, so I am okay with that. I don't know why he had undead guards... you'd think he'd have some undead dragons or something... something new and impressive. Just a bunch of Draugr. That was disappointing.
I also think it would have been cool to have the heroes who help you fight, people who have died in the game that you knew. Lydia comes to mind for me

Also a couple of mages from the college. That would have been a neat touch.