(Inspired by the 'What items should be saved for turn-ins?' question for Fallout: New Vegas.)
In Oblivion, what items should be saved for turn-ins? For example, Roland Jenseric of The Order of the Virtuous Blood will pay 250 gold for Vampire Dust which is only 50 gold at 100% value when sold to a merchant (merchants on average, at lower mercantile levels, will buy at only around 50% of the value of an item). This makes it more worth it to sell Vampire Dust to Roland Jenseric, rather than to a regular merchant.