So I've waited and waited. There's never a courier to deliver the HF items to me. There's not even the usual "a museum has opened in Dawnstar!" courier. Nothing. I can get the land by doing some quests for the Jarls, but I can't adopt because the courier never delivers the papers. :/

Did you kill Grelod? If not, you get no letter since you cannot adopt from the orphanage, you can only adopt from the orphanage if Constance is in charge of it. You can adopt any orphan you see on the street, the letter is only to tell you you can adopt from the orphanage.

I've got the same issue, I've killed Grelod (Shot her in the throat with an arrow while she was eating lunch with Constantine, cos [censored] it, nobody is gonna care anyhow) and handed the quest in to Aventus, and have even slept in a bed multiple times since and still I've not had a courier come to me or been kidnapped by Astrid.

Did you help Cicero with his mother problem on the road? You might need to do both to get the DB questline to start. My only character who did the DB questline helped the suspicious mad jester out with his wheel problem, then 5 months later I decided to he would knock Grelod off. I am not sure but you might need to do both in order to get the questline to start.

Is Constance calm or still running around screaming?

Then there is the usual, the unofficial patch if you have the old version is not compatible with hearthfire, if you have mods one of them could be causing the problem. But I would first just look at if you have done everything to get things to start.

Yeah, I helped Cicero just to see if maybe it had become a pre-requisite, still no courier or being kidnapped, and no Constance is not running around screaming as I've been able to adopt Runa.

It takes a while sometimes for the DB Questline to start, Astrid is bound to catch up with you eventually. if you have already adopted from the orphanage you are not going to get a letter saying you can adopt (or you should not, but you never know with Skyrim), it was just a hint for the player.

I'm not waiting for a letter saying I can adopt, I'm waiting for a letter from the Dark Brotherhood or for Astrid to kidnap me.

Have you spoken to Aventus Arentino? The Dark Brotherhood won't contact you until after you have spoken to him and killed Grelod. Apparently you can talk to him after you kill her and it should still work. You need to sleep in any bed in order to be kidnapped.

I have killed Grelod.
I have handed in the quest to Aventus.
I have gone and helped Cicero.
I have waited weeks in-game since with no courier.
I have gone to bed multiple times in-game and have never been kidnapped.

The quest is simply not triggering, and is clearly bugged, so it needs to be fixed.

You will not be kidnapped till you get the letter, I did say it can take a while to start.

Here's what I've found from a quick search of the wikis.

• The helping Cicero quest is optional.
  
• The console command to complete 'innocence lost' is setstage DB01 200 (this should complete that quest if it still showing as active).
  
• When you complete 'innocence lost', wait a full day (without sleeping) for the courier to appear - don't sleep until you get the note.
  
• It can take several days for the courier to appear - try fast travelling to another hold and waiting (inside the gate of the town).
  
• There is a bug where the courier just doesn't appear or says 'nope, sorry' when you see him.
  
• The quest giver though doesn't seem to be the note anyway, it's the sleeping after completing 'innocence lost'.
  
• You could try completing the first stage of the 'with friends like these' quest (setstage DB02 10) which is what happens after you get the note.
  
• Or you could reset the 'innocence lost' quest (resetquest DB01) and see if it works on a second play through - you will have to visit Aventus and kill Grelod again.

I've only used the commands to end a quest that was still showing as active so can't confirm if either of those will work.

Have you completed "The White Phial" but still have yet to complete "The Throat of the World?"

There is a bug in the quest "Repairing the Phial" that prevents the courier from ever showing up again until it is time to start the quest. And that quest will only start if you have completed "The Throat of the World."