Everything from the sky and mountains to the interiors of ramshackle hovels has been done up. Skyrim HD is a long-running texture mod that replaces over textures. Basically, it spruces up a huge pile of 3D models, making all of Skyrim look nicer in hundreds of tiny ways. Before you test anything in-game, run LOOT. There are several good ones, but Nexus Mod Manager is your best bet. Check the bottom of each write-up for the Special Edition link.
You can hop directly to the kind of mod you want via the links below. What I like to do is create a new, unmodified game, get somewhere like Riverwood and then create a save that I can use for testing. For one thing, what was once nine pages long now all sits on a single page. This list is regularly updated, though the most recent revision deals more with changes to formatting and structure than wholesale content changes. There are options available whether you want to improve graphics, make your companions better company, turn the dragons into something silly, or play a whole new adventure as good as the original story. The best Skyrim mods let you tweak or overhaul nearly every part of the game.