And most importantly, your own army of mook slaves in your house. I don't want some shack in Whiterun with Lydia watching me sleep, I want my own Estate. I want my own farm that gives me all the food that I never actually use. I want a horde of alchemists harvesting all the local plants for me. In Morrowind, the Hlaalu faction gave you an egg mine, or something. I don't remember; Telvanni was the way to go, what with those cool butlers.
And, after building my giant cocaine funded plantation I want Lydia watching me sleep. Cause goddammit, I feel safer.