Out of the games that ive played i'd have 2 say gears of war

Halo 3 and Gears are the only games ive played on that list

I'm going with gears

You should be able to:

Use two weapons at once. eg. sword and axe

Fight on horseback

Become a leader of a city

and your allies should hit the enemy not hope there spell or arrow goes through you and then get the baddie

There should be a wider range of creatures

More types of weapons and armour

More people in cities

Bigger cities

BIG Wars

More Spells

Be able to forget spells because its annoying looking through lots of spells to find the one you want

Get a key ring because i have hundreds of keys in Oblivion and its annoying scrolling down to the very bottom

Thats just a couple of things

On your list Gears of War

but theres lot of better games like Oblivion, COD 4 and Mass Effect that arent on your list