How varied are the locations, from a scale of Morrowind to Oblivion (Very to Not, respectively)?
There's little things to find. If you like those little scenes that tell a story (skeleton found reaching for a health potion, etc) there are plenty. However, the environments don't hold much 'awe-inspiring' differences that captivate me because of variety. They can be extremely beautiful, especially mist rolling over mountains in the distance, but the environments themselves don't feel
especially varied. They do have different creatures per-region.
Towns, on the other hand, have very different architecture. Markarth is very unique, Riften feels dark and cramped, while Whiterun is very open and more colorful. Windhelm is claustrophobic, and teeming with racism.
The palaces also differ in design both inside and out. I feel the Windhelm palace more similar to Morrowind's Tribunal palace, and Solitude's more similar to something from Daggerfall (mainly the area next to Elisif, where they're all gathered).
Dungeons can be exceptionally dull or exceptionally beautiful. There are caves which only have one room, as a hideout; on the other hand, there is a dungeon which takes up a good 1/3 of the overhead map and is oft regarded as the most beautiful, unique area in the game.
Is the Atronoch sign sitll overpowered?
Not really. I find myself using the others much more often.
Why, why, WHY was unarmed removed from the game? My favorite character in Morrowind was an unarmored Khajiit monk (robes, speed focused, no heavy armor, etc). From the looks of it, there is no possible way to achieve the same character build in Skyrim. Is this really true?
With smithing and enchanting, you can make an exceptionally -tough- unarmed character, but you'll never equal the damage output of another damage type. Except early on, in which case the unarmed damage can seem extremely high for a while, then withers into long, long battles. Using a shield/spell swap in one hand and unarmed in the other is a very viable, if slow, character build.
Is the leveling nightmare from Oblivion fixed? Is there scaled leveling at all?
It's level-scaled. Get it for PC, please, please get it for PC. There's a lot of good stuff available already, and the CK isn't even out yet...
Are there any other major differences in Skyrim from other ES games that should be known before purchase (beside no unarmed

)
They all have their flaws, Skyrim is no different. Don't go in with expectations, just experience the game for what it is, and form your own opinions (if you decide to purchase).