Yea, I'm not a big fan of Skyrim's quest system.
I prefer it when real quests are handed down. I've seen it in few games, but it mostly stayed with the adventure genre. I like it when someone tells me to find someone, tells me where, what he looks like, or who I can talk to to find him, etc. Instead of just a 'marker' or waypoint, aka GPS system.
Not a fan of "click on the sparkly objects" either. Skyrim doesn't really have this problem, but I like to search meticulously detailed rooms and areas, instead of clicking the thing with glitter floating off of it. MMOs suffer from this.