This is incredibly noobish (only just started to play an assassin), but I've noticed in many screenshots and videos the sort of assassin-style daggers that people are using, and was wondering where one would collect these?

Could you post a link to a screenshot or video? Otherwise I'd say ebony.

You get the Blade of Woe late in the Dark Broterhood quest. The Daedric dagger yo need to smith or find it randomly, which is very hard.