Forget Skyrim. Oblivion was the absolute worst installment of the series. The terribly dull landscape that never dares beyond rolling green fields, the terrible level-scaling system that helped ruin RPGs, the terrible retconning down to making Cyrrodil a generic western fantasy landscape, terrible glitches at their worst, the terribly strange and lifeless NPC behavior, the terrible downward slope of downsized magic mechanics, and of course the terribly underdeveloped combat system.
Skyrim has its' problems, but for the things it got right it did damn well. Oblivion, however, was a lot of sloppy experimentation with no payoff that bastardized its own world out of fear of being too "different." The only nice thing I have to say is the questing was probably at its best in Oblivion. That's just based on opinion, though.
Morrowind is true messiah.