Lots of Arrows
After completing The Thief quest, you can loot Golena Sadri for 50 powerful arrows, but don't dispose of her corpse. Now loot her body again, and the arrows will reappear, which gives you access to an unlimited supply of Golena's Arrows. This can be repeated an unlimited amount of times. However, her body will disappear if left alone for 3 game-days, so make sure you've taken all the arrows you'll ever want before you leave her. If you can't carry that many, just dump piles of arrows on the ground nearby - these will stay forever.
After completing "The Thief" quest, numerous shadow characters appeared in various locations, on the stairs on the opposite side of the Craftsmen's Hall in Godsreach, and if you go into the Craftsmen's Hall, everybody in it has rearranged body parts, except for the enchanter Elbert Nermarc. No interaction with these mysterious shadow characters was possible. This may not work on all PCs.
Similar to the above one, and possibly related, when you talk to Elbert Nermarc during The Thief quest, and ask about "Golena Sadri" as soon as your journal is updated everyone inside the Craftsmen's Hall turns invisible, though this is not an invisibility spell. All characters in the hall still are there, you can feel them (you cannot walk through them), you can hear them (they will still say things when you get close) but they are invisible. You cannot talk to them, since you can't activate them, and you can't use console command's on them since you can't click on them in console mode. You can still fight them though.
A similar thing happens when you use the "sethealth 0" command (maybe also with other commands) on any of the Dark Brotherhood members in the Old Mournhold: Manor district, Moril Manor. This one will die, but all other ones will turn invisible, which is extremely annoying, having to fight a lot of invisible assassins. The best way is to use stereo sound, as Morrowind's 3D sound system makes it possible to hear where they are when they make a sound.
Lots of Darts
After killing a Centurion Archer in Bamz-Amschend it will go through a short death animation where its head will fall off. While it goes through this animation the script that restocks its ammo will continue to run AND you can loot it. If you are fast you can loot it repeatedly for a lot of extra darts. This is especially useful when acquiring the rare Dwarven Shock Dart during the Investigate Bamz-Amschend Quest. If the archer is knocked out before being killed it extends the length of the animation slightly, allowing for more looting.
Calvus Horatius in Vvardenfell
The mercenary, Calvus Horatius, can be taken to Vvardenfell if he is nearby when using transport. To do this, cast Mark while Calvus is following you (don't tell him to wait), and then return to Vvardenfell. Approach any transport NPC, such as a caravaner. Set a recall potion to a hotkey. Then, quickly press this hotkey, and immediately after, enter dialogue with the transport NPC (this takes some practice). If timed correctly, you will teleport to your mark, and the dialogue window will be open when you arrive. Choose the travel option and pick any location. You will be transported to your destination, and because Calvus is technically near you when using the travel service, and is following you, he will be transported to your destination as well. Note that you can't get Calvus back into Mournhold if you do this, as no normal transport services have Mournhold as a possible destination.
It is best to set your Mark near Effe-Tei in the Reception Area. If your Mark is somewhere else, you will have to walk to Effe-Tei to have him transport you to Vvardenfell, and because Calvus must be following you for this trick to work, he will follow you to the Reception Area. Therefore, he will no longer be where you set your Mark, and this exploit will not work.
This trick allows you to take any Tribunal follower to Vvardenfell.