Location: south-southeast of the Imperial City (link goes to the Daedric Shrines Map at UESP)
Minimum Level: 20
Offering: wolf or bear pelt
Reward: Cuirass of the Savior's Hide
Objective: bring Hircine the horn of a unicorn. The unicorn (there is only one) is at Harcane Grove, which is kind of south-southeast of the shrine.
The unicorn is guarded by three Minotaurs, so you'll have to take them out. Also, the unicorn is not going to be too fond of you if you approach it with a weapon in your hand. But all you have to do is kill it to retrieve the horn. Take the horn back to the shrine, listen to Hircine's little rant and the Cuirass of the Savior's Hide is yours.
On a side note, however, the unicorn functions pretty much like any other horse and is more than capable of defending itself against the various wild critters that you're going to encounter. Considering that the Cuirass isn't THAT good of a piece of armor and that you can find the unicorn without having the quest active, you might want to forgo the armor in favor of having such a nifty mount. Note, however, that even though it behaves pretty much like any other horse, there are a couple of very notable exceptions.
First, no matter where you travel to, it will try to return to Harcane Grove. Why? Because someone thought that it should. Normally this isn't such a big deal, but your wonderful Unicorn can manage to get itself turned into dogfood if left alone to travel through wilderness areas enough times. Remember, it cannot heal itself so damage is pretty much cumulative.
Second, it really does have a thing about people waving weapons around in its general vicinity. This is a decent enough reaction when its someone else doing the waving. But when you're on foot and get jumped by a couple of bandits, your mount is going to try to take care of the Bandits first and then it will try to take care of you. If your Speed, Athletics and Acrobatics are high enough, you might be able to outdistance it to the point where you can fast-travel somewhere (a city would be good; otherwise you get a pissed off unicorn standing right behind you again). Eventually it will calm down again, but it's a royal pain to try to run away from your own horse.