Nothing beats the thieves guild quest line were you have to sell your soul to nocturnal, or you have to sell your soul for nocturnal, and you get a nice lloking armor, because the dragonborn couldnt kill a old man by himself in some dwemer ruins.
In defense of that questl-line I have to say the dialogue during the last quests make that deal sound way better than it does at the start though. And I was put off, and very much in doubt, when Karliah went "Oh by the way, you need to sell your soul to Nocturnal". But after returning the key and meeting the ghost of Gallus the idea of becoming one with the shadows, watching over thieves, etc suddenly began to sound more like a Sovngarde equivalent for thieves and spies instead of "Once you kick the bucket, you get to wander around this tiny room for all eternity" thing I thought it was to begin with.
Besides, if the dragonborn for some reason wouldn't want to go there, I'm quite certain Akatosh would have dibs on your soul regardless and would torture Nocturnal with floodlights until she lets you go.
As for the questlog in Skyrim I've learnt to deal with it more like my character's memory than an actual to-do list. You might not want anything to do with Molag Bal or Aventus trying to contact assassins. But if someone mentions it to you then you can't just erase it from your brain.