I'd say the biggest gap in the TES story has got to be the dwemer and an entire game again set above and below ground revolving around the story of the dwarves would be very welcome. I've said before that nothing could meet up to the hype but if anyone can live up to hype Bethesda can.
However I'd still like to see another Fallout game first, I was less keen on NV than Fallout 3 because of the environment being really unchanging, whereas FO 3 had both rural, urban, underground, forested (although small) and roads and motorways. I particularly enjoyed the main Washington city zone.
I think alternating between the two has helped to keep each game in the two series fresh and I'd say between them I've spent more time playing than any other series.