I know that in hearthfire, you can get shrines for the cellar, but what do they do and how do I get them?
Shrines can be found all over the skyrim,each shrine belongs to certain Aedra(they are something like gods in skyrim).
Once you activate a shrine you will be cured of all curses and get a blessing(passive bonus) that lasts for 8 hours or until you activate another shrine.
Bonuses are as follows :
Shrine of Akatosh -gives- Regenerate Magicka, 10 pts for 8 hours
Shrine of Arkay -gives- Fortify Health, 25 pts for 8 hours
Shrine of Auriel(Dawnguard expansion) -gives- Fortify Marksman, 10 pts for 12 hours
Shrine of Dibella -gives- Fortify Persuasion, 10 pts for 8 hours
Shrine of Julianos -gives- Fortify Magicka, 25 pts for 8 hours
Shrine of Kynareth -gives- Fortify Stamina, 25 pts for 8 hours
Shrine of Mara -gives- Fortify Restoration, 10 pts for 8 hours
Shrine of Stendarr -gives- Fortify Blocking, 10 pts for 8 hours
Shrine of Talos -gives- Fortify Shouts, 0.2 pts for 8 hours
Shrine of Zenithar -gives- Fortify Barter, 10 pts for 8 hours
With hearthfire expansion you can make altar in the basement of your house using the crafting table.You can then add all the listed shrines on your newly built altar by crafting them using crafting table in basement.
See here for required materials and exact locations of shrines.
Also you can find all those shrines at one place in the Temple of the Divines in Solitude.Shrine of Talos will be unavailable there until you take over Solitude with Stormcloaks.