My absolute favorite game, though, would have to be The Elder Scrolls IV: Oblivion. I love everything about it, from the colorful landscapes and townscapes (as opposed to Skyrim's plain-n-gray world), to the Mage's Guild questline, and everything in between.
Though come to think of it, I never did play the actual main quest in the game, I always just goofed off and went my own way - usually a path of darkness.
I never finished the Mage's Guild questline. I always ended up killing a member on accident and never committed to bringing all the ingredients to excuse my crime. XD I'm considering buying it again to goof off (The duplication glitch was mandatory for me.) but I'm not sure.
I've never considered it, but Skyrim is rather grey. I do understand it though, being set in the snowy north, for the most part. But I do enjoy it more than I did Oblivion, unlike quite a few people.
Skyrim and Oblivion are both excellent games. I really like Skyrim's Thieves Guild/Dark Brotherhood Quests, they were a bit more in-depth I think. Not to mention... dragons!
But seriously, you should complete the Mages Guild questline, because at the Arcane University you can manufacture your own spells and make very, very deadly combinations. My favorite was to combine shock/fire damage, health drain and magicka drain, so anytime I cast the spell, I would regain the target's magicka and be able to cast it again in about 3 seconds - very useful against enemies.
It's gonna be hard to go back to using spells on Oblivion after using the great magic on Skyrim, but I'll give it a shot.
Also, have you played the Elder Scrolls Online beta? Magic on there is a little disappointing as well, but the special attacks redeem it a little.