I think the level scaling system might be my only real problem with it. I don't like what Sand calls the "hand holding," either. But, that's simply because I enjoyed it in Morrowind where I would have to travel out, explore, and search for the dungeon my quest wanted me to go to. Then after exploring it, I would sometimes found out I'm in the wrong danged place! This was never a problem, because every dungeon always really interested me. With the level scaling, dungeons don't interest me. The bandit at the front of the dungeon is only slightly less interesting than the bandit at the end of the dungeon. There's no interesting items to find laying around, no glass daggers resting on altars. It's all rusty iron.
I can't decide if the reason I always just jumped A-Z using quick travel and the arrows was because it was convenient or if it was because I couldn't find anything worth doing on the side.