Possible feature in Dawngaurd? The ability to craft bolts has already been confirmed and these features seem like a reasonably likely addition to be included in the DLC.
In oblivion the dark brotherhood had that one cool arrow, they should bring custom arrows back to skyrim. They did show ice arrows and fire arrows at game jam but I don't think they are adding those yet.
One of G4's Dawnguard videos mentioned "crafting bolts" and I think he said in the same sentence "with elements". I'll go look it up, but there may be elemental bolts and arrows.