I'm roleplaying a sort of ruthless treasure hunter character, and I don't want to join the Thieve's Guild.

After murdering that assface Lazare Milvan I'm pretty weighted down with stolen silver and gold pots and carafes and stuff and have nowhere to sell them.

I think if you purchase Thieves Den you can sell stolen goods. Also its a pirate ship so that should go well with your treasure hunting role playing

Dark Slayer is correct, and the Thieves Den fully upgraded is the best option.

Beyond the Thieves Guild and the Thieves Den DLC, any merchant with a responsibility of 30 or less will buy stolen goods. Unfortunately, the list is short and most carry only token gold to barter with. Here is a list: http://www.uesp.net/wiki/Oblivion:Responsibility

Oddly enough, Shady Sam has a responsibility of 35, so he is not shady enough. Lol.

Once you get your Mercantile up to Expert, and can invest in those few, they'll have more cash to deal with. The low value of the clutter items you got from Lazare's place aren't a problem at early levels, as the limit is on each sale, but until you get to Journeyman in Mercantile, the type of stolen goods matters. Manheim will only buy ingredients and potions, for example, so you need to know where to sell what items (or what to steal in the first place).

Enchanting items, and making potions out of stolen ingredients, will "launder" them and let you sell the resulting item to regular merchants with more cash, but that's almost honest work!