There's actually a quest related to that.
If you're good at paying attention, there's a floating inn that gets hijacked in the Imperial City. Fight through 3 bandits, talk your way through the leader (by paying attention to the conversation with the other bandits) and you get a fancy sword for free.
I like the fact that to join the Dark Brotherhood, you have to murder someone.
It's nice to know that we're all sick fucks...
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"But there's no sense crying over every mistake,
You just keep on trying till you run out of cake"