Bethesda games, sadly, have been going downhill with respect to playing past the ending quest:
- In Oblivion, you could play past the game's ending and even got a special piece of armor from it.
- In Fallout 3, you couldn't play past the ending without buying the Broken Steel DLC.
- In Fallout: New Vegas, you couldn't play past the ending. Period.
How does Skyrim handle the ending mission in this respect?