Wait 24 hours at 0:30-1:30 A.M. in a city door until a vampires/dragon attack kills one or two. Alternatively, use console commands to set their health bar at 20 points so even the slight fall would kill them. There are a couple places with dead guards due to animals/bandits/etc... with notes that you can investigate to complete those un-listed quests.
The one and only unique one is the Winterhold, which if you don't have latest Unofficial Patch will be only used by the single guard in the mine south of the city. Without USLEEP, your only way to get that shield is to kill that guard, before the Civil War starts cause then he will disappear.
In all honesty, the actual fun for the shield collection is finding a new creative way to get each of them
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The one and only unique one is the Winterhold, which if you don't have latest Unofficial Patch will be only used by the single guard in the mine south of the city. Without USLEEP, your only way to get that shield is to kill that guard, before the Civil War starts cause then he will disappear.
In all honesty, the actual fun for the shield collection is finding a new creative way to get each of them