Of all the side quests in Skryim, No Stone Unturned may be the longest and most annoying to complete. While the reward for completion of this quest is pretty good, as the player is given the Prowler's Profit power that provides a much bigger chance of finding gemstones, the process of receiving this reward makes many people simply ignore the quest altogether.
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Thankfully, the quest isn't all that hard if the player knows where to go and what to do. However, it will definitely take quite a while to finish, especially at lower levels as some of the locations hold many high-level enemies.
In order to get the quest started, the player needs to first find one of the 24 Unusual Gems found hidden around Skyrim. Unfortunately, even after the quest has been initiated, the location of these gems won't be marked on the map, so it is up to the player to find them all for themselves.
There are several Unusual Gems that can be found fairly early in the game to get the quest up and going before the adventure really begins, though the easiest to obtain are found in Whiterun. Once the player has found at least one Unusual Gem, they need to take it to Riften to have it appraised by Vex of the Thieves Guild. Vex will only talk to people about the Unusual Gem if they have joined the Thieves Guild, so players need to have completed at least the first quest for Brynjolf in order to begin No Stone Unturned. Once Vex has been spoken to, they will send the player on a hunt to track down the remaining 23 stones in Skyrim.
There are four Unusual Gems in Whiterun, most of which are fairly easy to find if players are exploring everywhere they can. One of the easiest to find is in Dragonsreach, found on the right-hand bedside table of the Jarl's Quarters. Another can be found in Kodlak Whitemane's quarters in Jorvaskyrr, it will be on display to the left of his bed.
The last stone found in the city itself is in Whiterun's Catacombs in the Hall of the Dead. From the entrance, head left, right, then down the ramp, where the stone will be near a corpse on the left. The fourth stone is actually in Fellglow Keep, a fortress found northeast of Whiterun and where players are sent for the College of Winterhold quest Hitting the Books. In the room where the Arcane Enchanter and Alchemy Table are located, the Unusual Gem awaits on the table separating the two devices.
Three stones can be found in Falkreath, though none within the city itself, unlike Whiterun. The first is in the Dark Brotherhood sanctuary on a table in Astrid's room and requires that the player either join or destroy the Dark Brotherhood in order to reach it. The second is found in Pinewatch Bandit Sanctuary, which is in a hidden cellar under Pinewatch that can be accessed by pressing a button to the right of the empty bookshelf on the lower level. Once inside, the Unusual Gem is behind a locked door in a room with a lone bandit and a handful of empty Draugr coffins.
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The final stone in Falkreath is located in Sunderstone Gorge, found west of Bleak Falls Barrow. It is on a table in the room with the Fire Breath Word Wall, though the gem itself can be very easy to miss if someone isn't looking directly at it.
Two of the stones in Eastmarch are found within Windhelm. The third and fourth are found in Stony Creek Cave, southeast of Windhelm and halfway between Windhelm and Riften, and Ansilvund, found in the same direction though not as far south. The stone in Stony Creek Cave is on a table in a room to the right of the main corridor. The stone in Ansilvund is right next to the Ghostblade, so simply completing the side quest to obtain it will also grant the Unusual Gem.
In the city of Windhelm, the first stone is in the Palace of Kings, through the first door on the left after entering the building. After following this hall to the end, the stone sits on a table in Wuunferth the Unliving's quarters. The final stone in Windhelm is in the House of Clan Shatter-Shield, up the stairs and on a bookshelf in the first room on the left.
Like in Eastmarch, there are two gems found in Solitude while the remaining two are in dungeons outside of the city. Within the city walls, one gem can be located in Jarl Elisif's quarters in the Blue Palace, while the other is in Proudspire Manor, the home that can be purchased after becoming Thane of Solitude. Unfortunately, this particular gem can't be obtained without buying the house, which costs 25,000 Septims.
The first stone outside of Solitude is found in Reekling Cave, the same cave that the player escapes through in the conclusion of the main quest Diplomatic Immunity, near a dead Conjurer beside the exit. The second stone is in the Dainty Sload, a ship on the coast of Skyrim and near the lighthouse northeast of Solitude. After descending to the lower level, take the stairs back up on the opposite side, and there will be a table with one of the Unusual Gems directly in front of the player.
There are three stones in The Reach, two of which are in Markarth itself. The first can be found in the Treasury House, next to the bed in the master bedroom, while the second is near the Dwemer Museum, accessed through the Understone Keep and behind a locked gate to the left of the museum.
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The third stone is in Dead Crone Rock, a Forsworn fortress north of Markarth. it is on an altar in front of the Dismay Word Wall at the end of the dungeon.
There are two stones in the Rift and both of them are inside the walls of Riften. The first is inside Black-Briar Lodge, up the stairs, and in the master bedroom sitting on a table to the left of the bed. The second stone is in the Jarl's Chambers in Mistveil Keep on a table to the left of the bed.
There is only one stone in this Hold, found inside Rannveig's Fast, a Draugr tomb located south of Morthal that has a quest of the same name associated with it. Near the exit of the tomb, there is a bench to the right with an Alchemy Table sitting on top of it, as well as the Unusual Gem.
The last three stones are in Winterhold, with one inside the city and two outside of it. For the latter, one is in Hob's Fall Cave located west of Winterhold and the other in Yngvild, a cave on an island halfway between Winterhold and Dawnstar.
Inside Hob's Fall Cave, there is a room to the left just after crossing the bridge that leads to a room with an Alchemy Table, with the Unusual Gem located on the bookshelf in that room.
In Yngvild, there is a related quest called Toying With The Dead that tasks the player with finding all of Arondil's Journals, with the final Unusual Gem being beside the final book necessary to complete this quest.
In Winterhold, the final gem is in the Archmage's Quarters in the College of Winterhold and requires joining the College in order to reach it.
Once all of the gems have been acquired, return to Vex in order to get started on the next phase of the quest, which involves finding the crown that the stones are to be set into. Once Vex is shown all 24 Stones of Barenziah, they will send the player to Tolvald's Cave in order to retrieve the crown. Unlike the rest of the questline, this part actually marks the location of the crown and the dungeon on the map and is much easier to find, although the dungeon itself is crawling with Falmer and Chaurus that need to be dealt with.
Once the crown has been retrieved, return it to Vex to have them set the stones inside the Crown of Barenziah and display it among the other Thieves Guild trophies. Once the quest has been completed, players will receive the Prowler's Profit power and will finally be done with this long-winded fetch quest.