Just my laundry list of quests I still have issues with after all the patches and a few playthroughs. Usually they require console commands, or just haven't worked right for me at all. I'm also including some "heads-up" kind of quests, that new players might want to know about before they get messed up, so please feel free to supply fixes or add to the list.

The unofficial patch may have addressed some of these - I only installed the unofficial patch after completing the bulk of my most recent playthrough, so please correct me when you can.

Uh, spoilers follow, of course...

I have always botched one of these things in every playthrough:

• Ahtar in Solitude might not give his radiant "kill the bandit leader" quest - particularly if you have had any interaction with Broken Oar Grotto, Captain Hargar, or the Lights Out! quest. I have never actually gotten this quest.
  
• Shahvee in Windhelm might not give her "fetch my amulet" radiant quest - this is compounded by having Amren's quest running, but even if not, she seems more unlikely than not to give her quest... and isn't she supposed to be a marriage candidate? Not that I'm interested (yuck!), but she doesn't offer the dialogue. I have only gotten her quest once.
  
• Beware the whole lycanthropy route in the Companions: first, even if you cure yourself appropriately, the game will still be adding to your "days as a werewolf" count unless you use the console to fix it (after killing your wolf form, open console and type: set playeriswerewolf to 0). Also, lots of issues getting the Purity quest for both Vilkas and Farkas. Check the UESP for details on the quest, but be prepared to do lots of finagling and finessing.
  
• Remember that two quests require level-ups to initiate: Grimsever's Return from Mjoll in Riften and Wolf Queen Awakened from Falk in Solitude. You have to level up after your initial conversations with them. Additionally, you may have other pre-req's for Mjoll in terms of the MQ and your Riften status (this is still murky, with lots of folks reporting different results), and for Falk you must have completed Man Who Cried Wolf. Even in a what should be the perfect scenario, some folks still have issues with these two quests.
  
• If you want J'Zargo's side quest in the Mage College, you have to trigger it before you're an expert in Destruction magic. If it's already too late, you can do a quick console fix: "player.setav destruction [any number less than 70]" (no brackets or quotes, of course) and then talk to him, get the quest, and then restore your destruction level with the same command, but substitute your original skill level number.
  
• Conflict exists between the Thieves' Guild quest Summerset Shadows (to kill the leader of Uttering Hills Camp) and your ability to get the radiant "kill the bandit leader" from Kjar in the Windhelm docks (he always points me to Linwe's location in Uttering Hills). I always have to use a console to complete Kjar's quest even if I sync it with when I kill Linwe for the TG (setstage freeformshipswindhelm 10 (or 15, I forget which))
  
• There is no peaceful way to resolve Missing in Action, even though it seems there should be. You will receive a "failed quest" entry as part of this quest, even though there was no way around it. Perfectionists: just shake it off and move on.

Those are really my biggies. And not for nothing, in a game this huge, that's not too bad. I have never had a game-breaking quest. It's always just these stupid nit-picky completionist things.

Good gaming, y'all.

I think these may have been fixed by the Unofficial Patch but dont know you should check it out. and report these to see if they have been fixed.

There's a fix to #6: Get the quest of the guy at Windhelm Docks first and do it quite straight away. Uttering Hills Camp is the home of a bunch of bandits before you activate Summurset Shadows, and he always wanted me to kill the bandit gang's leader, not Linwe.

Shahvee and her quest are a pain in the rear though, indeed. So is Brunjulf Free-Winter (it seems as if I could either do his or Annekke's quest, not both? He just doesn't offer me any quest even though I'm long done with Annekke's quest and there is no other similar radiant quest active at the moment.)

In general, the "radiant" quests are very annoying, IMHO.

Definitely gonna take your advice on that one!

Some updates:
In new playthrough have been focusing on these troublesome quests with some success:
1. Went to Ahtar real early in the game and actually got his quest for the first time ever - I'll assume that having cleared Broken Oar won't affect Lights Out! in some negative way. It may be that you have to do his quest before Brunwulf's (from Windhelm). I have always done Brunwulf's quest without a problem, and never gotten Ahtar's. They share the same radiant quest, along with Annekke from Deepwater Crossing, but Annekke is glitched (I'm pretty sure this is a known thing), so it's really just between the two of them (Ahtar and Brunwulf) - but see #6's side note below)
2. Skipped over Whiterun and Amren and went directly to Shahvee... and got her quest! After completing her first, Amren's quest was intact and completed. Seems you just need to do her before Amren.
3. Nothing new to report
4. Nothing new here except a small side note: Wolfskull Cave only shows as cleared if I clear it before getting either of Falk's quests (for whatever that's worth).
5. Nothing new to report
6. Per Lytha's advice, went to Kjar real early, got sent to Uttering Hills, and for the first time ever in my game (since I tend to do the Thieves' Guild quests early), it was populated by bandits and a random bandit chief leader for me to kill for Kjar. Unfortunate side note: Brunwulf in Windhelm also has a kill the bandit quest, which may also direct you to Uttering Hills - now I don't know if it's because I did Ahtar's kill the bandit leader quest first, or if it's because I cleared out Uttering Hills for Kjar - but Brunwulf isn't giving me a quest dialogue at all, which has never happened before. My upside: doing Ahtar got me access to his unique axe without killing him (for the first time ever), and I was able to do Kjar's quest without using the console to complete it (also for the first time ever).
7. Nothing new to report, but unless this is addressed in the unofficial patch, I assume there is still no peaceful resolution to Missing in Action