In oblivion it was better to stick to the roads to keep safe. In Skyrim you're warned about soldiers on the roads, but what really happens? I get 4 sabre cats in a row :/
I have the opposite view.
In Oblivion the guards warn you to stay on the roads, but in reality I've found the roads in Oblivion
far more dangerous than the countryside. There were high level enemy spawn points all over major roads. (I am playing with MMM but I think the same is true unmodded, just that the enemies might be less dangerous).
In Skyrim alot of the spawn points on the roads result in non-hostile events. Like the Redguards, or someone walking. Occasionally there is a high level enemy but much less than Oblivion. In my opinion.
And that is a good thing. I think the roads should be safer than the wilderness. And my impression they are safer in Skyrim than Oblivion.