As a long time player of both of the PS3 versions, and Skyrim a lot more, I can safely tell you that Skyrim runs overall better than Oblivion on the PS3.
Oblivion has a strange and fairly persistent crash issue that happens randomly when you try to save, much like at least Fallout: New Vegas if not Fallout 3 as well, the latter of which I'm not so sure of since I've played less of it.
I recommend all the Skyrim DLC, especially Dragonborn, and most of all, Dawnguard... but be warned that Dawnguard's two castles have some significant lag in places.
Also, you probably will want to also avoid having more than one or two Hearthfire manors per character should you purchase that DLC. Otherwise you may experience a heck of a lot of framerate drops.