Here's what Bethsoft say about the X360...
Skyrim makes heavy use of caching to the hard drive, and the initial load could take more time if the game is not fully cached already, or installed to the hard drive. Caching takes place over the normal course of gameplay, but can be cleared by playing other games or manually cleared in the Xbox dashboard. Same game load times could also potentially take longer if the cache is cleared.
Hope this help clear up caching on the Xbox 360.
Video trailers playlist
Here is a list of PC video cards and their frame rates and rating playing Skyrim - here
Ramp it up with this page of results using high detail settings - here
And here is the results with all the bells and whistles - here
Here are a few tweeks you can do on your PC to improve performance and game play.
Some tweaks include how to Disable Mouse Smooth Acceleration, Disable Vsync, Tweak FOV, Set Ultra Settings, as well as Max Antialiasing, and much more.