Well on the 360 dashboard under your achievement information there is a list of 100% complete achievements for games. Think I got 6. Skyrim not one of them. Would think after 500+ hours they just give them to you ;p
There are no prizes or awards of Microsoft Points, if that's what you're asking. Like others have posted, 1000/1000 Gamerscore is just there for bragging rights, or sense of accomplishment, or sense of completion. Some other games (not Skyrim) require
that you complete the game once in order to unlock different options in your subsequent playthroughs.