I liked most of the Shrine Quests; however, I would have liked a second quest myself (or even just some added dialogue).

For Shivering Isles, I thought it would have been a good addition to the role-play experience to either (a) See one or more of the other Daedric Princes pay Sheogorath a visit, or (b) Have them come and test my character's mettle after assuming the throne.

What are your thoughts on this?

I don't know about the visiting thing, can they even go into each other's world? Or why would they.
But yes an added quest would have been nice.

Lainge, I think they can go into each other's worlds, because if you remember, Sheogorath talked about how Malacath wasn't fun at parties.

Plus I'm figuring they had to sneak up on Jyggalag in order to cast the madness upon him so he would turn into Sheogorath.

More quests definitely would have been nicer. I like the Daedric quests, but more would be nice. I agree that the visiting thing would add a nice role-play aspect. Wouldn't it be cool to see Azura or someone walking down the street in Bliss?

Forgot about that stuff...
Then again, who trusts what a madman say?

Yes that would be cool, Aerin. Another scenario I thought of was Malacath coming in to the Throne Room, saying something like "They are my Ogres!!". Since a Daedric Prince is supreme in their own kingdom, I would freeze him with the Staff. "HOLD!" "RELEASE!"

Then I'd zap him with my "Sheogorath's Wrath" spell, a combo Shock-Fire-Frost spell that uses 11,000 Magicka. That's possible since I have a levelling mod, and it's also in-character, since Sheogorath has 10,000 Magicka.

A second quest would have been real cool
I like SI the way it is!

Speaking of the daedric shrines and Sheogorath... What happens if you go to Sheogorath's shrine after finishing the main quest in SI?

You should try it and see. The devs did a nice bit of follow-up there. It's even amusing if you go to the shrine if you simply start the SI quest but don't bother to progress very far.

oh yeah? what about Hermaeus Mora? =P