**spoilers**

So this achievement is to collect 15 artifacts, correct? does this mean you have to do 15 deadric quests and keep the rewards? i have kept mace of molag bal, wabbajack and sanguine rose, but when i got the skeleton key i quickly gave it up again (not realising i needed it as an artifact, and because i had about 600 lockpicks). Because i gave it up does this lock the achievement for me?

No, the 15 artifacts does not include the skeleton key. You do not have to keep the rewards, just pick it up. You also do not have to have them all at once.

The Skeleton Key doesn't even count towards the achievement. There are 18 in all (if you count Clavicus Vile's axe), but only 16 of the different artifacts you can get count towards the achievement, and out of two of them (Hircine's artifacts) you're only meant to get one.

Although I still have all the artifacts I too was wondering this.

Ew. To get this achievement you have to turn cannibal... There's some things I just cannot do, even in fiction.

But i just need to do the deadric quests right, its so confusing.

I have 200-300 lockpicks, and can't return the skeleton key due to a fit of rage in the pilgrims path. Now I can't get back in.

You would not believe how many times I have Fus Ro Dah-ed Gallus' Ghost

I will give you a little heads up so that you don't mess anything up.

First, like the others said The Skeleton Key does not count as an artifact so don't worry about that. Now there are 17 more artifacts but only 16 of them are the artifacts that you need in order to unlock the achievement.

You have to be careful though because there is one that you can miss, which is the Masque of Clavicus Vile and instead of getting that you would get the Rueful Axe which does not count as an artifact. Now if you end up getting the Rueful Axe don't worry because it is still possible for you to complete Oblivion Walker.

In order to do this, during the quest Ill Met By Moonlight you need to make sure that you get both of Hircines artifacts. These artifacts are Savior's Hide and The Ring of Hircine.

For a tutorial on how to get both artifacts, here is a link to the wiki page: http://www.uesp.net/wiki/Skyrim:Ill_Met_By_Moonlight

Doesn't remember which level i obtained some of these quests, but some has no level restriction.
I got the trophy and you only need:
Azura's star or Black Star.(Listen to rumors, and visit Azura's Shrine, south of Winterhold and North-west of Windhelm on the mountain)
Masque of Clavicus Vile.(Falkreath if certain level is met a guard will ask if you've seen a dog, and points you to Lod.)
Ring of Hircine or Saviours hide(Or possibly both) ((Mathies at Corpselight farm in Falkreath will tell you about the murder of his daughter))
Ring of Namira(Understone Keep by priest Verulus)
Oghma Infinium(Signus Septimus during main quest you can't possibly miss him)
Spellbreaker(You start this at Peryite's Shrine near Karthwasten. Troublesome quest since you need to locate a couple of items and ingredients)
Dawnbreaker(Find Meridia's Beacon in a random dungeon, usually in chests)
Mehrunes Razor(Silus in Dawnstar sends you an invitation when you reach the proper level)
Mace of Molag Bal(Vigilant of Stendarr outside Abandoned house in Markarth)
Volendrung(Priest in Largashbur, can bug sometimes)
Ebony blade(The Bannered Mare innkeeper has heard rumors that the jarl has trouble with one of his sons)
Skull of Corruption(Erandur is in the Inn at Dawnstar)
Sanguine Rose(Look after a guy named Sam in a tavern and start the drinking contest)
Wabbajack(The guy is usually outside Proudspire and bard's college, also a priest could give his location)
Ebony Mail(Read Boethiah's Proving at lvl 30, easy if you already completed [[House of Horrors]], Mace of Molag bal quest. Since there's one of those books in the abandoned house)
---------------------
Not counted:
Skeleton Key
Rueful Axe

Remember not to start septimus signus quest before level 15 (i made that mistake:(...)