I rather like The Elder Scrolls series as a whole, but I would probably say my most favorite out of the series was Minecraft, closely followed by Daggerfall, then Skyrim.
I personally liked Oblivion more than Skyrim. Skyrim is a great game too.
Really? The only thing that turned me off about Oblivion was that the people got REALLY repetitive, REALLY fast. I got tired of hearing the same voice actors over and over and over and over and over and over and over and over and over and over again.
Skyrim sort of fixed this (for me at least) by hiring more voice actors, but I still think they needed even more. For me, it's not truly an immersive experience unless every villager, character, enemy, etc. has it's own distinct personality - voice is a big part of that for me, especially as a vocal major, since I focus on people's voices more than anything else about them.
But, that's just my personal view. They're both fantastic games, with great gameplay and plenty of replay ability. I still go back and play both Morrowind and Oblivion, even though I've beaten the main quests and most of the side quests a dozen times over, lol. It's just a new experience every time.