Morrowind can´t be beaten. It was made in a time where love to Games had a bigger influence than money.
Morrowind. In terms of actual depth and world-building it has felt more immersive than any game since.
Gameplay and mechanics have improved with later game. World building and story really don't feel like they have.
I hoped that the same magic would be there in the Dragonborn DLC where you visited Solstheim again, but something felt like it was missing. It seemed... flat. Shallow.