The problem I have with Oblivion and Fallout 3 is they're so bland. Sure it's livened up by occasional moments where you're really drawn in, but they're so brief and pointless that I always end up wondering why they're there at all.
*Let me see your face...you're the one from my dreams..."
"Oh my god, it's Patrick Stewart!"
*Five minutes later*
"Oh, look, it's Patrick Stewart's virtual corpse."
It's like, even just knowing that those characters are digitally alive--even if I rarely see them or what not, it gives me greater incentive to play the game. I was happy when Sean Bean showed up, but his bored-sounding role made him a rather disappointing traveling companion, though it was good to know he was there all the same. But even in Fallout 3, as soon as Liam Neeson got the boot (or, gas chamber...), I wandered back to the Wasteland like, "Great, the one character I was rather fond of is now deceased...what else have I got going for me here."
At least until I met Fawkes, that was cool. Then I realized it was the same voice actor who says "STOP RIGHT THERE CRIMINAL SCUM" in a certain other game, and I sorta backed away from the friendly super-mutant as a traveling companion...
Anywho--when I first played Oblivion, I ended up skipping half the side quests because the main quest started off so urgent I thought I had to see it through first thing. Then about three days of semi-hourly sessions later, I watched as Sean Bean valiantly transform into a stone dragon, voice-over a little video of the pretty scenery the game has to offer, and after that--nothin'. I mean, yeah, I was still playing, and that one high elf dude told me how everything was in the gutter now that the heir to the throne was dead, and sure I got some badass armor and all--but in the end I was just like, "What now?"
So I joined the Fighter's Guild and bought a small home and all--but it was weird, because I was this superb hero of the land, yet being treated like a rookie by warriors ten levels lower than me (thanks, modifications, for making the game good!). So the next time I restarted the game, I made sure to set the amulet aside--and suddenly the world seemed much bigger.
On the whole though, I thought Oblivion's storyline was good, but not really noteworthy. It felt fantasy-like, it felt rather Morrowind like (though people who have actually played Morrowind will probably disagree with me or sommat'), but it wasn't all that engaging--it was only the seeming importance of completing it that made me feel I needed to rush through it--and I was rather fed up with all the Oblivion gates cutting into my traveling to and fro'. Speaking of, that wasn't really fun--seen one demonic reincarnation of various levels of hell you've seen them all; in Oblivion, at least.
Here's to hoping Skyrim's storyline will start off loose and relaxed, and become more intense the further you go on. If there's one thing I'll say about Fallout 3's main plot, I thought it was well paced. At least Liam Neeson didn't die straight away like Patrick Stewart did.