Wouldn't it be a lot cooler if guards had different loadouts? For example:

crossbow, dagger, light armor

two handed, heavy armor

one handed, shield, heavy armor

Got the idea after thinking how rad it would be if guards would use crossbows.

But the Guard might decide to steal all the players kill with his/her new found weaponry.

Every Hold in Skyrim has its own Guard. All hold guards wear similar armor sets - differences are just the color of the sash and material
of the undershirt used, either scaled or quilted.

They also wear the same type of helmet. However the colors vary depending on the hold. Hold guards also carry a round wooden shield which varies
in color and typically displays the symbol of the hold across the front.

Hold guards can be permanently replaced by either Imperial or Stormcloak soldiers during the Civil War, depending on which side the Dragonborn joins.

They will perform the same duties and have the same dialogue (although they may also have additional faction-based dialogue) as regular guards.

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If you are on PC - there are some armor texture mods:

http://www.nexusmods.com/skyrim/mods/2819/?

http://www.nexusmods.com/skyrim/mods/25963/?

http://www.nexusmods.com/skyrim/mods/6770/?

http://www.nexusmods.com/skyrim/mods/6575/?

Are you trying to suggest something?

HEY THERE'S ONE OF THEM RIGHT NOW!!!! Hey why do you guys keep getting hit by arrows in your knees?

I think he is.

Guards are not all the same. Some of them sound really thick. Oh, wait, yes they are all the same then.

Do I smell bacon..? Haha j/k j/k. Hey don't look at me like that, officer, I did not take that sweetroll...

Also, there is http://www.nexusmods.com/skyrim/mods/9514/? if you just want to get rid of that closed face helmet and actually see the guards faces. The guards armor mod seems to do that, too.

Guards wear uniforms, in order to be uniform.

However, there are some variations in a few places. Whiterun guards don't all wear the same helmets. Most wear the standard one, but you'll encounter others on the group that goes to Riverwood, and the ones that retake the Western Watchtower. Most guards use one-handed weapons, so they can show the city's emblem on their shield, but you'll find a few that have a two-handed weapon in places where there are multiple guards together.

All the guards will switch to a bow when appropriate, so you get variation when there's a dragon about.

I haven't done this personally, but I understand that if your pickpocketing is high enough, you can pinch a guard's default weapon and replace it with a different one. This would take a lot of material and effort but they'd (temporarily) have unique equipment. I'm guessing they'd revert to the default at some point when everything respawns (maybe in one in-game month)?

I think that may be true about the respawn, but that's only going to happen if you manage to stay away from the city long enough. Each visit resets the respawn clock.