Volunruud is a location. That hammer is called...
... erm... something else
I'm doing a character at the moment who is going to wear Saviour's Hide as soon as I hit 100 enchanting. That with fur shoes and bracers and a circlet if my armour level is high enough to forgo a helmet. I'll take the alchemy perk snakeblood too for 100% poison resistance so I can be a Falmer hunter. I don't think SH is very good but it looks cool at least
I used to love The Black Star until I realised I rarely actually used it when I had it, and by the time my characters are powerful enough to deal with those dremora in the star I've typically got so much money I can just buy all of the filled grand soul gems I need
The Sanguine Rose is incredible. Good enough that (in my opinion) if there was an objectively
best build in Skyrim it would be a build that has no perks invested in conjuration but carries around that staff. At least until level 60+ when you can afford to spend loads of perks on the conjuration tree. The SR isn't particularly challenging to get either- a level 17 character with a decent sneak ability should be able to get the staff without much fighting. Maybe use an invisibility potion for that final chamber before you jump through the portal