I think that certain things should happen in the world, as your skills increase. (obviously in the distant future. haa.)
Hunting- animal tracks are invisible when at base level, then as you increase they become more and more vivid, and more animal tracks become visible the higher your level. The tracks could only be visible in 'hunting stance' or something, to avoid tracks appearing all over the world. haa!
you also get more materials (ie meat, wool, milk etc) from animals the higher your level.
swimming- this skill could go hand-in-hand with stamina. the higher your stamina, the quicker your swimming level increases. The swimming skill increases as long as you remain underwater. There could be better visibility underwater at higher levels too.
driving- perhaps our character could control differently at lower levels (i'm not talking about really annoying changes, like the car spins off the road or something, just a minor veer off to one side or something), then as the skill increases, there is more of a smooth handling to the vehicle.
just a few little thoughts i believe would make the game a little bit more realistic. hee hee.