Aside from suggesting you look search for your question on the GF Skyrim board, I'm afraid I can't help. I'm having the same problem with a few quests myself. :/
well im glad it isn't just me. a lot of times i'll be running around for an hour just to complete one task only to be given another. shiit piles up.
Just search the entire city and talk to people. I haven't played Skyrim but I know in Oblivion if you looked at the map, often people's houses are named after them which could give you an idea where they will most likely be.
yeah i looked at people's houses and the names on the map too. i also ran around the town and talked to everyone (apparently not) and still couldn't find the guy. It was an older task where i had to deliver a sword to some guy. Not hard but the quest description literally just says "deliver this sword to 'mr. weirdassname' (that's not his name but all the names in this game sound very scandinavian and i can't fokin remember them)" and I have no idea who the guy is! I looked everywhere and finally just got pist off and killed the entire city. I racked up like $10-15,000 bounty there and I don't have that money so I can't ever go back to that city now.
Good riddance!