I'm pretty sure I just told Barbas to get lost at some point, and he did. Very early on. After that he just meets you at the next destination. I think the only place you are required to be in his presence is when you're at Vile's shrine, I certainly don't remember having him along when I fetched the axe, because I had Meeko with me then and TWO dogs I would remember. I dislike that quest anyway because it seems impossible to get into Falkreath or trade with the blacksmith there without getting it stuck in your journal. I still haven't figured out a way to clear it without actually fulfilling the Prince's request in some form, unless Barbas can be made mortal and killed.
Maybe that one was glitched for me, because the first time I did it, telling him to stop following me only made him sit for a second, then he was bumping into me again a few minutes later. I just assumed I was stuck with him, so the only other character that did that quest never bothered trying to get rid of him. The worst part was that I had to follow him to the cave the first time because the arrow was on him and I had NO IDEA where we were going. And he stops to rile up bandits, chase bears, anything that moves along the way. With the other character, I made sure to clear the path ahead of time and "discover" the cave to save myself A LOT of misery on the way there.

I agree that the Mephala one svcked, I only did it on one character who was doing most of the Daedric stuff because she was supposed to be a completely amoral Dunmer who had no problems doing what the Princes demanded. I got to the end of it and I was waiting for the next bit of it to pop up and then suddenly realized that was all there was to it and it was... nothing. I did it late game and even the reward was meaningless at that point.
And it won't stay in a weapon rack. Or a weapon plaque. I even put it in a case and it was halfway across the room next time I saw it. Ticked me off because only one of my characters did ALL of the Daedric quests, and I had a really cool display going on with the mail on a mannequin, the weapons on racks, shield on the wall... And that stupid Ebony Blade would not stay put no matter what I did. At first I thought it was because it was in the Hideout, but I took it to one of my vanilla houses and it did the same thing. Finally it jumped into the void and vanished. I turned off clipping to check under the floor and behind the walls, but it wasn't there. Finally looked up the ID and summoned another with the console, and that one stayed put. Dealing with that stupid sword took twenty times as long as the quest.
(Wow. Who knew I was holding such pent up resentment for the Ebony Blade?)