Well I rarely use them except for fun. But do not use them on the King in Mournhold. He has 100% reflect so shooting one at him is like instant suicide.
This gives me a splendid idea! I'm sure it has been executed - it has to, but I just haven't seen it.
How about, say, dragging Adoring Fan on the top of the Dive Rock, giving him 100% Reflect Something-or-Another... and shoot him - as in YOURSELF- down the cliff? Too bad I haven't got the lust nor even equipment to play Oblivion right now. *sigh*
And yeah. Bring Azura's Star. I didn't.
"Also I always knew about the arrows, but just had time to get them yesterday [as I'd only read about them in the forums the first time -.-]. Yours,"
- Nelacayne, the All-Powerful and -Knowing Archmagister of the Great House Telvanni
So just brought them to my new lair, Telvanni Vault, and carefully put them on the table so that they really show. :I Never planning to use them or anything.