Unified all Factions: Companions, Collage of Winterhold, Thieves Guild, Dark Brotherhood and Dawnguard/Volkihar into my new Governing body because I'm surely going to finish those quests first.
Then if I become High King... things is going to change mainly because of my Asian influence. As High King, I am the Son of Heavens, God's Chosen ruler and in a way, it is sort of true being LDB.
Block all entry in and out of Skyrim for a few months, only allow trade via sea during this time and even then, put tight leash on migration/immigration. Confiscate all of the Blackbriar's properties and execute Maven for committing treason. She said she was going to try something at the end of the civil war, even if she didn't, just frame her for treason.
Frame Silverbloods for treason because I want their properties and wealth too! Take the wealth I've gotten from Blackbriars and Silverbloods to build up Skyrim because it is shit.
Create two Unified Organizations one for defense against external threats, another for keeping peace and order within Skyrim itself.
Setup a Parliament in middle of Skyrim that is compulsory for all people in power to attend every year. Everyone is now responsible for security throughout Skyrim. The Jarls, Generals, High ranking Mages of College, high ranking Thieves Guild members needs to head to my Parliament yearly. Security is now their business.
If the Jarls of Skyrim such as the Stormcloaks Jarls (their Holds are more shitty) are either too useless or doesn't care about the people, I'll force them to care.
But when I make them give and work, I will also give them perks. The Parliament rule certain aspects of the entire Province. Those who do a good job have a chance to get greater say (power) in the parliament and this is a promotion. A King in a Hold or power over entire Skyrim? Let the politicians choose for themselves.
Also unification means I'll be making them pool their resources together to better the entire Province.
Give Skyrim 10 years, it'll really be in a better position than the time they conquered the Nordic Empire.