Ok, I have to say I 100% agree to the OP.
I just finished the 2 main plots, I decided to support the Empire (to have a chance against the Dominion) and killed Alduin. It was SUCH a sad letdown to have no end whatsoever. No party, no speech, no endgame video, or anything. Just an ending as if I had killed 3 street robebrs for an old granny. Just KTHYBYE! I mean, ok we all know TES have always been like this, but I REALLY thought in 2011 after so many RPGs we would get SOME ending. Something to feel good. So all in all, it svcked to have no ending.
Also, sheesh... it really depressed me to have so many things unresolved. I mean, ok, I knew it was probably not to be. The Empire still is weak, no Dragonborn on the throne, the Thalmor still out there just like their Dominion, Talos worship still outlawed asf. Or who becomes King of Skyrim now?? I wish there would at least have been some sign for what the future held. I don't want to sound ungrateful, because Skyrim was one of the best RPGs ever, and surely one of the most impressive lands, visually! But am I the only one who feels Tamriel was put a bit too deep into darkness? Morrowind, where we once fought for, totally obliterated. Empire weak and lost half of it's realm. And no hope? It really could have had some emotional resolve. Anything but this totally anti-climix.
This, and the part the most resonated with me bolded. If you also want to make that feeling worse, complete the Dark Brotherhood questline. Excellent questline, as good if not better than the Oblivion Dark Brotherhood, but the end of it only intensifies the bolded feeling considering that even if your character doesn't do it, Bethesda will consider it completed in their 'timeline'.
Being honest i've actually been playing FO3 the last few days with the Mothership Crew mod. And then I intend on playing New Vegas through again.
I feel really let down by this game, though that is still only to the standard I can be let down by a Bethesda game. I'll still play it to death once the modding tools are out. Its not like with Dragon Age 2, which has really damaged my customer loyalty to Bioware.
The world I think, while beautiful, might actually be smaller than Oblivion even though they said about the same. Despite speed being limited, I can cross the map much faster on foot than I could Cyrodiil, or at least it feels that way. I find myself arriving at a location, and double checking because it feels too soon. In Oblivion and Fallout I would have to check my map and would usually find myself at the half-way point. Its certainly big enough, but I think modders are going to have problems finding 'empty' land to work with that won't crowd the world. None of the characters aside from Puarthanaax(sp) interested me in the least. I had none of the connections I felt for Caius, Divayth, Vivec and Barenziah. Nor Martin, Jauffre, or Baurus, or even Mazoga. Nor James, Amata, Sarah, Elder Lyons, or the varous interesting characters of Fallout 3. The only characters I felt any sort of attachment for were the two NPCs who lead you to safety, and Lydia. Yet, even she had little to say beyond her introduction. When she died falling off a walkway in the Dwemer ruin I was momenterally bothered, but was mostly disturbed because she was my tank for my squishy mage. I also just can't understand the oversight of out characters in 3rd person being cardboard cutouts while everyone else looks around and reacts to the world. Even in Morrowind and Oblivion your character didn't stand ramrod straight and would
look at other actors.
I still really like the game, but for me it falls down in areas that even Oblivion didn't. It improves on a lot, sadly in areas that I don't care about like the viceral combat, but the highest use it will get from me will be as a roleplaying tool for my own stories. Aside from the Dark Brotherhood (which has a decent questline and repeatable quests) i've found nothing that I could build a character concept off of besides the most basics features like hunting and crafting.
I'm just hoping that somewhere there is a gem in the story that I have missed, or that there will be a DLC as good as I found Knights of the Nine. I truly loved that DLC.