Being able to go to Cyrodiil and Morrowind is a big one for me. I mean, what could be better: going back to the areas of Oblivion and Morrowind where you've spent hours in to make a better place, and too see how it's changed, to see what's happened to those great places, and then, do more! And, it'd give a chance to bring more Khajiits into the game! Or atleast give them some sort of village like you gave the Orcs. Khajiits need something more than just travaling caravans, and only a total of like what? 12 Khajiits in total?
Vampire's are a bigger in Skyrim (as in, more part of the game world rather than a nice little side note like in Oblivion), but still the vampire, for players and NPC's alike, seem like nothing more important than random encouters, becoming one, and the rare, few quests that has to deal with them. You need to give them something more, something more to do, or for them simply to become a bigger part of the world. (Side note, I find Vampires to have more of a presence in Skyrim than Khajiits except for you can start out as them....which is very sad for the khajiits. Just saying, gotta support the khajiits!)
Don't even get more started on Werewolves. Fine, but I'll keep it short: Not the best idea to make werewolves part of the companions questline, and then just kinda leaving it there, with really nothing save for you can become them, some info about death as a werewolf, and a small daedric quest. It was kinda cheap.
Good luck Bethesda! You made Skyrim, so we know you can make it better with help from the community!