Well, apart from the fact that you affect the world by stopping a dragon-god from taking the world over, in addition, you determine the outcome of the Civil War. You definitely affect the world.
No I don't. This is a gripe I also had with Oblivion. Everyone is like OMG the world is ending or OMG it's civil war, but I don't see signs of it ANYWHERE. Sure there are dragons but they only seem content attacking me or random wolves. There are no random filler villages burned to the ground or being attacked there are no random war parties fighting each other. The world doesn't really change at all no matter what I do, I understand part of this is the result of the TES idea of "you can do whatever you want so let's keep everything open". But seriously I don't feel like much changes.

