Is there a way to get Daedra heats if all Oblivion gates are closed?

Alchemy merchants (more often in stores than Mage guild) sometimes have them (starting at level 12 according to the Wiki). All Things Alchemical in Skingrad,
and The Main Ingredient in the Imperial City come to mind.

At higher levels, you can still encounter Xivilai inside/outside of Conjurer dungeons as well.

Ah, thanks Unky Pain! I was wondering if when you completed the MQ and purged the land from Gates, there were any Daedra at all left. So they're conjured, then, not "real"?

Technically, they have been summoned, but not like from a Conjuration spell. They're just as "real" as any Daedra you encounter in Tamriel. (i.e. You'll be able to loot their corpse and get their heart.)

And if you're the arch-mage you can use your special privelege to get more now and then if you run low.

I believe you can also find Daedra outside some closed gates at the same spawn points that would be used if they were open. Bloodgrass is often growing there as well.