If anyone played Oblivion the dungeons didn't feel fresh, it was the same textures, enemies and overall layout for the majority of the dungeons in the game. From what I have been told Oblivion's dungeons were the responsibility of one person, with Skyrim Bethesda made a dedicated team of people to work specifically on dungeons and it worked out very well.

Reasons dungeons in Skyrim are awesome

1. Unique feel, a lot of the dungeons feel unique and also offer their own story, combined with the books, NPC banter and various types of enemies this is one of the best reasons to actually explore in Skyrim. (Besides meeting sexy Nord Women)
2. All dungeons circle back around from the end to the start, no longer do you have to run all the way back to the start past all the bodies you are responsible for. Instead open up a door which is always blocked or barred by something and you'll be out of that dungeon in a jiffy.
3. The sounds, just listen to the sound of the dungeons when you are in one, it really sounds like you're in somewhere different then the normal world of Skyrim which is a great step towards realism.

Now the one point which Skyrim that I felt was lacking was the shouting system, You're meant to a Dragonborn and you run around killing dragons, skeletons, wizards, red guards and even villagers but the shouting system just felt bad. The reason is pretty simple when using a shout the majority do not feel powerful or epic, they feel like regular magic spells with longer cooldowns. This should have been different, shouts should be powerful, after all Jarl Ulric apparently shouted at the previous leader and killed him which I can honestly say has never happened with my shouts.

Best Shouts

1. Call Dragon
2. Storm Call
3. Unrelenting Force
4. Fire Breath

The one really strong point that Skyrim has going for it are it's dragons, the fights with dragons feel difficult on all difficulty settings and can be completed with a various amount of gameplay styles. If you love running in and smacking Dragons with your swords you can do that, however you can also shoot them from afar with your Bow or even shout them out of the sky. The magic system I found is best used for summoning ranged allies that can hit the dragon due to how amazing the AI's aim is. The dragon battles in Skyrim are amazing, they are by far one of my favorite parts of the game.