Through a Nightmare, Darkly - Bravil Mages Guild (Not required for recommendation, but you need to get a membership to help a female Argonian, I belive)
A Shadow Over Hackdirt - Errrrrrm, somewhere in the south? Geez, I think it's North-East of Bravil? Pffffft. Anyway, try to stumble upon that.
Deadric Gods - I cannot, CANNOT stress this enough. Have UESP wiki open in one tab to make sure you do Clavicus Vile's quest and the Orc/Ogre quest properly, and then go meet the head Deadra. Do it do it do it.
Dark Brotherhood/Thieves Guild - Go bananas. Just go crazy apeshit bananas.
Mages guild ones were alright, Final one is okay.
Fighter's guild have a few fourth-wall breaking funny quests at the start but eh.
Aaaaaaand Vampire hunting ones were fun for me, but that's just me.
Did I miss anything?