Hmm didnt know that about the arrows, hate that quest.
I know for highlands that the couple quests at the start where your on a ship and you have to collect crates in the water, i skip that one.
Half way through you get and bunch of collection quests at once , collecting food and barrels etc thats a pain. i found that the barrel collecting one if you have your toons loot together they all loot.
Also the wedding one can be skipped, collecting feathers and what not.

Deepholm ive done them all, couldnt skip any collections in there.

uldham i just skip almost every collection quest until i hit a brick wall, ive skipped alot of quests there.

I use zygor guides when i level so when i skip a quest i check to see how much i miss out on if i skip them.