No matter what quest I choose, once I click Show on Map, the arrow takes off and points in the middle of nowhere. It seems to stutter along the way. For example, if I know a quest-giver is in Markath and I have to return to him, even if I click Show on Map, it goes off to the north somewhere. Anyone else have this problem?

Yea, i have that problem form times to times. You should unmark that quest, and then mark it again in order for the quest marker to be shown

Thank you!

also...sometimes when you receive a new quest, it will mark multiple quests in your journal...this will cause the map to not mark anything.