Bit of a update for people playing this on Xbox.
If you install the game onto the hard drive, some of textures are lost, meaning you won't see the best of it.
"The issue only seems to manifest if you have the Xbox 360 version of Skyrim installed to the hard drive - a process that is entirely optional. In this case, the highest resolution versions of the textures appear to stall and not load, meaning that you're definitely not seeing the game at its best. If you remove the install, and run the game directly from the DVD, the best quality artwork returns to the game."
Source:
http://www.eurogamer.net/articles/digitalfoundry-skyrim-texture-problems-on-xbox-360
Other than that, it's an awesome game. Just a shame I haven't had a great deal of time to get far into it yet...