What sets of major collectable items are there in Skyrim

Last time I played Skyrim I set my character the task of collecting all of the Dragon Masks. Because the masks are spread all over Skyrim and heavily guarded it made for a very enjoyable alternative to the normal quest lines.

Are there any other sets of major collectable items like the Dragon Masks?

Preferably I'm looking for items which are:

• Spread all over Skyrim (or at least a wide geographical area)
• Challenging to retrieve (guarded, or otherwise difficult to access)
• Related to give my character's task some sense of purpose
• Do not randomly spawn (I don't want to have to search an entire castle for something that may not be there)

I have all the DLC and am an experienced player if that helps.

Any suggestions would be greatly appreciated. I'd love to get some more hours out of Skyrim.