I really want to do sheogoraths mission but help with the location of any other shrines would be helpful aswell.

Thanks alot!

Meredia's is west of Solitude. Just take the road west from the city and you should find it pretty easily.
Clavicus Vile's Shrine can be found by finding Barbas, who is in Falkreath. I managed to get him to lead me there after talking to the man working at the forge or wood stations and was then prompted to take some meat to a dog outside the city limits. From there just agree to help Barbas and he'll show you the way.
Azura's is due south of Winterhold on the top of a mountain.
And I'm pretty sure I've found Molag Bal's, but I'm not one hundred percent sure to be honest. However what I did find can be accessed in Marakath after being stopped by a named Vigilant of Stendaar in the streets (this happened at night for me).

I too would like the location for Sheogorath's shrine honestly. I've seen some clips of the quest on Youtube and I've been dying to try it myself.

you dont do his through a shrine, in solitude ( i think, its the town with the blue palace) there is a guy going around ranting about how his master left him or something, thats sheogoraths quest, and yes you actually get to MEET sheogorath , aka YOU from oblivion, and he even talks bout how he was right beside martin.. amazing moment. amazing

I have them listed and the rewards under Daedric Quests Rewards.