I found this very helpful guide to the locations of the Daedric Shrine quests on the
ElderScrolls.com Forums.
Here is a map with all the shrines marked. Note that this guide only gives the location of the shrine and the reward etc - it is not a complete walkthrough to each quest. If you need any help with a particular quest then PM, MSN, or private-chat me.
Locations of ALL the Daedric Shrine Quests
Azura:
The shrine is in the Jerall Mountains north of Lake Arrius, which is itself north-northeast of Cheydinhal. It is also northwest of Lord Rugdumph’s Estate. It is also southwest and then south down a valley from the Temple of the Ancestor Moths. The shrine is on a mountain shelf just above and west of the valley floor. The reward for doing the quest is the
Azura’s Star, a re-usable Grand Soul Gem. You need only be a Level 2 character to perform this quest, and bring an offering of Glow Dust with you.
Boethia:
The shrine is waaaay southeast. You’ll cut your journey in half if you have visited Drakelowe on the upper Corbolo River. Otherwise, you face a long trek over increasingly difficult terrain along the mountains’ western fringe. The reward is a sword called the
Goldbrand which does 22 points of damage per strike. You have to be Level 20 to do this quest, and bring a Dreadra Heart with you as an offering.
Clavicus Vile:
The shrine is just southwest of the Imperial City, enclosed by a northern loop of the combined Gold and Red Ring Roads. The reward is the
Masque of Clavicus Vile which will raise your Personality by 20. You will have to Level 20 to do this quest, and you need to bring a 500 gold offering with you.
Hermaeus Mora:
The shrine is deep in the western Jerall Mountains. It is difficult to reach, due to the slopes along the most direct approaches from the south and east may prove prohibitively steep. It is possible to get there by approaching from the vampire lair Lipsand Tarn to the southwest. There is one discrete path up to the shrine. It starts just up the slope northwest of the dungeon Sancre Tor. You will be on a broad, winding track that leads upward through a series of battlements. The reward for this quest is
Oghma Infinium, which is a book that will bump your skill sets 10 points a piece. You will have three choices: Steel, Shadow or Spirit. The Steel bumps your Strength, Speed, Blade, Blunt and Heavy Armor by 10 a piece. The Shadow bumps your Speed, Acrobatics, Light Armor, Security and Sneak skills. The Spirit bumps your Intelligence, Alteration, Conjuration, Destruction and Restoration skills. Once you read the book once, it vanishes. You need to be Level 21+ to do this quest and you MUST finish ALL the other Daedric Quests FIRST. You also must have reached the ‘Blood of the Daedra’ segment of the main quest. You must then go to sleep and you will be visited by an emissary named Casta Flavus.
Hircine:
Swim across Lake Rumare from the Waterfront District of Imperial City, and make your way east on the Red Ring Road to the ruin of Sardavar Leed. Once there, head up the hill south-southeast to the shrine. You will need to be Level 17 and make an offering of a bear or wolf pelt. The reward for this is armor called the
Savior’s Hide. It is light armor with strong Resist Magic to it.
Malacath:
Take the road north out of Anvil, then the turnoff for Lord Drad’s Estate. At the estate, just hook north and west around the hill behind the manor house. You’ll run right into the shrine. You will need to be Level 10 or higher and bring an offering of Troll Fat with you. The reward is a great hammer
Volendrung, with paralyze and drain health attached to it.
Mephala:
The shrine is located up a steep hillside northeast of the Roxey Inn, which itself is located near the northeast corner of Lake Rumare. You will need to be Level 15 or higher and bring some Nightshade with you for an offering. The offering has to be made BEFORE 6am though, and you must not have committed any crime against the factions of Ulfgar or Dalvilu. If you have, then you will not get this quest at all, and henceforth will not get the ultimate Daedric Quest of Hermaeus Mora either. The reward for this quest is the
Ebony Blade.
Meridia:
The shrine is located west of the city of Skingrad. You will need to be Level 10 and bring an offering of either Bonemeal or Ecoplasm. The reward for this quest is the
Ring of Khajiiti and has Chameleon and Fortify Speed attachments.
Molag Bal:
If you head straight west out the bridge from Talos Plaza District of Imperial City, you would hit Breakneck Cave and then the ruin of Narfinsel. Now head south-southeast at Narfinsel to find the shrine in a clearing in the woods. You will need to be Level 17 and bring an offering of a Lions pelt to get started. The reward for this quest is the
Mace of Molag Bal.
Namira:
This shrine is located east-southeast of the town of Bruma. For this quest, you must have a personality skill of LESS then 30 and be Level 5 to start. Now, the easiest way to get your personality that low is to buy or steal some ‘Cheap Wine’ right out of Bruma. Not just any wine will do, it has to be the 'Cheap Wine' or any other wine that will lower your Personality skill. Wait until you get back to the shrine, drink it up and then start the quest. No offering is required here. The reward for the quest is the
Ring of Namira, which has a very nice Reflect Damage and Reflect Spell enchantments.
Nocturnal:
The shrine is located up the road that leads east out of Leyawiin. On your map, you will notice a backwards looking 'C' and then a 90 degree angle in the road. Once you reach the 90 degree angle, then go to the east and you will find it. You have to be Level 10 to start the quest, and it requires no offering. The reward is possibly the greatest item in the game, an
UNBREAKABLE lockpick that boosts your security skill by 40 points.
Peryite:
The shrine is located on the southeast bank of the Silverfish River, east of the Imperial Bridge Inn. You will need to be Level 10 and no offering is required here. The reward is a shield called
Spell Breaker, which has a strong Reflect Spell to it.
Sanguine:
The shrine is located southwest of the Weatherleah estate and southeast of Fort Dirich. You will have to be Level 8 and bring an offering of 5 flasks of Cyrodiilic brandy with you. The reward for this quest is a staff called the
Sanguine Rose. It is a Daedra summoning staff.
Sheogorath:
The shrine is near the Elsweyr border a little less then halfway between Bravil and Leyawiin. Follow the road south and southeast out of Bravil. When it passes the Ayleid ruin Bawn, it turns south-southwest, crosses a nameless river, and forms a C as it climbs and then drops down a hill north of Fort Nomore. Head southwest after you pass the Fort. You'll soon see the statue on a rise below a great rock. You will only need to be Level 2 and bring 3 heads of lettuce, a Lesser Soul Gem and some yarn with you. The reward for this crazy quest is called the
Wabbajack and it just transforms things into other things. It’s pretty stupid actually. It is suggested that this be the artifact that you hand over in the main quest.
Vaermina:
The shrine is located southwest of Cheydinhal on the east shore of Lake Poppad. You will have to be Level 5 to begin this quest and bring with you an offering of a BLACK Soul Gem, which can be one of the hardest things to come by in the game at that low of a level. I tried doing this quest at Level 5 and I had to wait until I was around Level 11 to finally find a BLACK Soul Gem. The reward is the
Skull of Corruption. This item creates an exact duplicate of whoever you used it on, but it an exact opposite of the original, as in attitude. But, you can loot or kill the copy, and it is a crime to use the staff on an innocent person, but not a crime to pickpocket or kill the copy.
Locations of ALL the Deadric Shrine Quests 
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