@Neo
This certainly can be the case, but it applies to almost every game. Skyrim is loads better than Oblivion. Oblivion almost literally did have the same 3 or so types of cave over and over. I've found a good deal of variety with the caves in Skyrim and some of them have really stunning interiors with giant waterfalls or a crack that opens to the sky allowing tall trees to grow in a ray of light.

I find this game very rewarding to just not fast travel around all the time as well. There's stuff happening out on the roads and often quests will find you simply because you're wandering around outside.

I recently decided to make myself walk to a particular unvisited location rather than fast traveling to the nearest point and walking from there. I got so sidetracked by dragons, NPCs that started quests, bandit strong holds that piqued my interest and interesting trails I wondered about. It took forever to get where I was going, but I had so much fun (and finished some extra quests) along the way.