When I try to exit The Four Shields Tavern in the Dragon Bridge area, Skyrim crashes to the desktop, please tell me how to correctly "Fix" these various random crashing to the desktop issues in Skyrim, please help.

To get out of their....open console and type "cocwhiterun"

You can COC to any place you want...this will get you out of a place your stuck. As for a "fix" , some things to try after you exit...

Generate new INI files.
Wait 73 hours (resets scripts) best done in an interior cell IE a player home.
Wait 31 days (cell reset/spawns) same as above...^^^
Verify files with steam
uninstall mods

REinstall the game as a last resort. and start a new game.

COC = Center ON Cell

when i use "coc" commands Skyrim freezes on the loading screens and the screen stays black and stuck.