I got Azura's Star, which is the daedric item you're pointed towards for Martin's Fun Slap-Happy Useful Item Destroying Mission. DON'T give it to the bastard. But since I'm lazy, I used the item duplication cheat (draw back your bow, double-click your arrow type, switch to the Star - that should do it, fiddle around if it won't which will probably be the case) to make something like 17 of them, and he only takes one.
Azura's Star is incredibly useful as it isn't destroyed by recharging, and it can hold very large charges (1600, a Grand soul, something like a Lich).
On the negative side, though, it's not able to hold human souls like a Black Soul Gem (which you have to manufacture from a Grand Soul Gem on Friday by placing it inside an altar on Friday at 1 am or so, maybe a bit earlier on Thursday, and cast soul trap on the altar), but that's not something I've used.
Also, something to think about: Enemies level "with" you, but if all your most-used skills are Minor skills and you never sleep to level up, you can get a powerful character at level 1 and the baddies won't have a chance. I don't know if that means you won't be seeing dangerous enemy types, though - but I think you won't be seeing the Storm Atronach often, but rather the Flame variant (which I sadly no longer see - how I admire your, erm, glowing metal armor/bodice thing, sweet fire girl! :P )