Just pluck them out of the practice target outside Castle Dour in Solitude while the archer is practicing.

Fletching suits me, its tedious and sometimes difficult but a well made arrow strikes forth with the fury of a god.

its a pretty well known technique but rater pointless considering the time if takes to collect them and the rather crappyness of steel arrows in general

Put a daedric arrow in the guards' inventory and collect unlimited daedric arrows.

when you get your hands on some daedric arrows reverse pickpocket one of those soilders or thieves guild members that use the practice target and you will get those unlimited too

But you have to make sure that they have no other arrows in said guard's inventory otherwise it won't work.

If the guard has even one of any other type of arrow, then they will continuously shoot that one instead of your Daedric/Ebony/Glass arrow.

He speaks the truth

This. Stopped using steel arrows early in the game. Now I just collect them to sell off.

I didn't have to remove the steal arrows from their inventory first, but it probably works better because only one of them was shooting ebony arrows, and then a few days later they were back to steel arrows.

I think they patched this feature out as I can not get them to use Daedric Arrows. My followers do, but not the guards.

I tried this last week and I was successful. 1.5 on the PC. I have no skills in pickpocket and do not have misdirection perk, so I had to wait until they went to bed and pickpocket steel arrows and reverse pickpocket 1 daedric arrow on two of the sleeping guards in solitude. Next morning they were shooting daedric arrows. Normally just one of the two guys shoot arrows. But if you bump them at same time, they both start shooting. If you leave the cell, they revert back to steel arrows.

Just use the Thieves Guild members who practice archery. I tried this little trick months ago (in game time) and all of them are still happily shooting ebony arrows whenever they practice their archery. I've collected hundreds of ebony arrows from them and could continue to do so indefinitely I'm sure as they show no signs of stopping to use them.

Still feels very cheap to use this exploitation of game mechanics however, I have to say. I'll be using an arrow fletching mod in my next game for my arrow needs as this is too much of a cheat for me to feel comfortable using it. There's already too much easy money and items in this game as it stands right now.

but the people in riften thieves guild are useing orcish arrows + ive bought and collected over 500 steel .-. and am slowly gaining a collection of glass up to 182 of those now

I've tried it at Solitude. Unsuccessfully, since the stormcloak guards just keep staring at the targets.