I am only 7-8 hours into Morrowind so I can't judge it properly yet (and I haven't played Arena or Daggerfall), but out of what I have played:
Morrowind: best integration of quests into the lore. A lot of fetch quest stuff at the early stages of the guilds but this is realistic within the internal logic of the world, i.e. you have to prove yourself with the guilds before you are given larger responsibilities, etc. I'll have to play more to find out if the later quests are more involved.
Oblivion: quests feel like standalone short stories that don't contribute to the overall narrative, but are extremely charming and have interesting unexpected twists. Dark Brotherhood and Thieves Guild are of course the highlights. The writing disguises the fact that the things you are tasked with are 'retrieve item X from person Y' or 'clear out dungeon Z', which makes the same-y gameplay feel fresh (most of the time).
Skyrim: writing feels a little bit worse, so the quests really do feel a little more same-y, especially the miscellaneous quests. There's a little more choice allowed here, as well, although the choices are mostly superficial. Guilds are shorter and don't seem as involved as the ones in Oblivion. Daedric quests are probably the highlight here.
What does everyone else think?
Morrowind: best integration of quests into the lore. A lot of fetch quest stuff at the early stages of the guilds but this is realistic within the internal logic of the world, i.e. you have to prove yourself with the guilds before you are given larger responsibilities, etc. I'll have to play more to find out if the later quests are more involved.
Oblivion: quests feel like standalone short stories that don't contribute to the overall narrative, but are extremely charming and have interesting unexpected twists. Dark Brotherhood and Thieves Guild are of course the highlights. The writing disguises the fact that the things you are tasked with are 'retrieve item X from person Y' or 'clear out dungeon Z', which makes the same-y gameplay feel fresh (most of the time).
Skyrim: writing feels a little bit worse, so the quests really do feel a little more same-y, especially the miscellaneous quests. There's a little more choice allowed here, as well, although the choices are mostly superficial. Guilds are shorter and don't seem as involved as the ones in Oblivion. Daedric quests are probably the highlight here.
What does everyone else think?