Once again, you'll need to fulfill contracts for both Azzan and Burz gro-Khash, but the order doesn't matter.
Azzan
Den of Thieves (Newheim's Flagon)
If you play it out right, this is two quests running in parallel. You're paired up with Maglir (who has apparently been dragged in from Skingrad for the job) and your mission is to locate some thieves who have been operating in the area. Azzan doesn't give you any particulars, but says you should check around to get more info. Anyone in the guildhall can tell you about a local named Newheim the Portly who was robbed by the thieves.
Newheim wanders around a bit, so just follow your compass. Since Maglir is following you, don't try to break into Newheim's house; Maglir will alert the guards. Either wait until he's up and receiving visitors (after about 8 AM) or find him somewhere in town or down by the docks. He can tell you that there were several thieves, that they were all Bosmers, and that they're holed up in Hrota Cave (it's just a bit north of the main gate - an easy walk). Remember that there is an leveled overland encounter that spawns near the cave. Newheim asks you to recover the family heirloom that they stole - Oblivion's own version of the "frosty mug". It has kept his family's mead cold for three generations.
Hrota Cave is pretty straightforward except for a couple of traps. Don't take the first passage off of the main passageway from the entrance. It has a falling rocks zone where it's easy to get bonked and there isn't anything back there, anyway. There is also a swinging mace trap about halfway through the cave, but it's easy to spot and avoid. The biggest problem is going to be the Bosmer (yours and the others). Maglir is "essential", so he can't be killed yet. But if your style of play is like mine (patient and sneaky), he'll just get in your way. You can tell him to wait at the entrance and he's fine with letting you do all of the work as long as he gets paid in the end.
The problem with the other Bosmer is that they aren't scattered out as individuals. They're clumped together in groups of two or three. The first group has a mage and all of the Bosmer have bows, so it can get really nasty really quick if you aren't careful. If your Stealth and Marksman skills are up to the task, though, you can snipe them off one at a time with few problems. If they aren't up to the task, Maglir's "essential"-ness might come in very handy as he can keep at least one of the other Bosmer from sniping at you while you're slugging it out with another. One of the Bosmer has an arrow with a "demoralize" effect on it. It won't do much to you aside from hurt a little, but it might cause Maglir to run away, leaving you easy meat for one of those "gangs of three" until the effect wears off.
Once all of the Bosmer have gone to that great forest in the sky, you'll get a journal message telling you to report back to Azzan to collect your pay. Don't do that just yet. In the last chamber there is a sunken area in the middle. On a table in that sunken area is Newheim's Flagon, which you should take.
Now report back to Azzan at the guildhall and collect your 300 golds. Then go find Newheim the Portly again and give him back his flagon. He'll give you his thanks and three of his special brews. They seem pretty much tailor-made for fighters - lose 10 points each of Intelligence and Willpower to gain 10 points each of Health, Personality and Strength for 1 minute (real time). Azzan has no more contracts and will refer you off to Burz gro-Khash again.
Amelion's Debt
This is another heirloom retrieval mission, but it doesn't have to be played out that way. Burz gro-Khash sends you off to talk to Biene Amelion in the Water's Edge settlement, a little way north of Leyawiin on the main road. She's in the house farthest north.
It seems that her father, Marcel, was a bad gambler and managed to rack up some debts before he died. Biene is responsible for those debts and wants you to get her grandfather's enchanted sword and cuirass from the family tomb so she can raise the money to pay the debt. Your choice is either to go get the stuff from the tomb or simply give her the money (1000 gold). If life has been lucrative lately, you might want to just give her the money now (which completes the quest), collect your contract fee from gro-Khash and call it a day. You can go plunder the tomb later, if you're of a mind to.
If you choose to go plunder the tomb now, it's kind of katty-corner across the river from where you are. It has two sections. The first section has a few leveled undead (silver or better or enchanted weapons required), but it has a lot of goodies. The second section has a few more leveled undead, which can include anything from Ghosts to a Lich. The cuirass and sword will be in the second section, laid out on a grave. You'll be able to put together a full suit of armor from all of the pieces, but they're scattered throughout both sections of the tomb. The sword has a Frost Damage enchantment on it. If you're to the point where you're fighting Flame Atronachs in the Main Quest and haven't got a good Frost Damage Sigil Stone yet, it might be worth it to just give Biene the money and keep the sword and armor for yourself.
Report back to gro-Khash for your gold (he'll know if you just gave her the money and has a couple of choice comments about that), a promotion to Protector, and a referral to Modryn Oreyn (assuming that you completed Azzan's contract).