In the Thieves' Guild, in the training room, you can get an ample supply of Steel Arrows by taking all the arrows out of the target. Just repeat that process and you'll have plenty of good arrows. Since you are a member, the NPC's won't try to hurt/kill you. Another fun weapon to use are found in the Cupboards there. The Wooden Sword has super super low damage and it's practically useless, but fun has heck. I'm hoping to post more Skyrim soon!!!