Well, Skyrim is just as open ended as the others. It sure doesn't start off slow though.
I was playing it continuously for a while. There were nights where I didn't even go to sleep because I was having so much fun exploring and stealing stuff, but then, it just suddenly wore off. I'm not even interested in finishing the game anymore. Don't get me wrong, I like it and enjoy the story, but it's a little slow for my taste.