Does anyone remember that inn that had all them well armed guards in? I cant recall the name of it but i miss that place, it was fun to listen to them chat to one another and they sometimes started fights!!

Dont suppose theres a place like this in skyrim is there?

Fights randomly started there between guards? Or did you start them yourself? I can't think of a place that has that sort of action. The closest I can think of would be Roxey Inn.

http://www.uesp.net/wiki/Oblivion:Roxey_Inn

There's a lot of NPCs that congregate in there, including at least one guard, maybe more than one. There's this weird cross-section of warriors there, too. And one invisible NPC, if I'm not mistaken. But I have never seen a spontaneous fight happen at the Roxey.

I will answer the Skyrim question in spoiler tags...so as not to possibly annoy the Oblivion regulars here, because this is a Skyrim question.

From what you describe, I think Renee nailed it as most likely the Roxey Inn.