IMO Skyrim is okay, Oblivion is boring as hell and Morrowind is gold.
Morrowind aged like cheese. The combat isn't all there, it's just "keep clicking until you hit him...maybe." All it has going for it is its atmosphere, which lost most of its appeal over the years.
Skyrim was casual and easy as stuff. You could shoot a guard with an arrow while sneaking and he wouldn't notice you. Thanks to the perks system, I could become an expert at
anything with only one character; there is no reason to playthrough the game a second time.
Oblivion had many problems, but it was solid. My biggest complaint is the level scaling, which would be fixed with a mod anyway (not excusing the fact that it was broken so badly in the first place.)
tl;dr
Oblivion > Morrowind > Skyrim