Is Skyrim any better than Oblivion? I have heard such good stuff about this game and might buy it, but then again I didn't really like Oblivion..
Better or worse is not something you can say.
Bethesda released Skyrim with several years of technological differences. Oblivion came out in the early days of Xbox 360, and was thus constrained by the obvious technical limitations of the time. Skyrim got a lot of developer love, and the vanilla game shows that the developer's experience has done a lot to better the game.
Skyrim has learned from Oblivion's mistakes, and made new ones of its own. The leveling system gives you a lot of room for unique characters, without making the game unplayable if you level up wrong. At the same time, the amount of bugs upon release is substantial in Skyrim.
The two stories are very very different. While they may start similarly, the progression and pacing are entirely different. Giving away anything more is a spoiler that I won't offer.
Given that these games are like comparing granny smith and red delicious apples (similar bases in being apples, but different in important aspects), you can't say which is better. I prefer Skyrim, assuming that the modding community maintains their current pace for the next several months. Oblivion is a good game, but I find that broken weaponry and a broken leveling system put me off of enjoying Oblivion as much as Skyrim.
This doesn't even touch the earliest Elder Scrolls games. Those titles suffer from graphic and mechanics comparisons, but back in the day they were awesome.