I started with Morrowind but never actually completed it. I have too many found memories of just jumping every where. Arcobatics FTW.
Anyways back on topic, Oblivion was fun for a first play through but After I beat the game ( A fight scene where I had very little to do) I was done, shelved the game and haven't picked it up again.
Skyrim, I just feel like it keeps going and going. You complete the main story line, so what?!? The world is saved from Dragons, but now you have Bandits, Vampires, and Daedra that are still problems in the world that should be dealt with.
Oh and the option to destory the Dark Brotherhood. Glorious.