Collecting dragon priests masks is one of the most interesting adventures in Skyrim. The masks have very powerful magical properties (they're one of the most powerful items in the game) and finding them isn't easy - therefore on the following pages you will find the description of location in which you should look for them and their properties. Keep in mind that obtaining each mask is connected with defeating its owner - a Dragon Priest - who's a very demanding enemy. It's however well worth it, especially if you want to create an unmatched hero.
Does collecting all the masks give you anything? Of course! Apart from them you can also receive a special "supermask", if only you bring all of them to the Labyrinthian. Inside the round building in the middle of the keep you will find a dragon altar with a skeleton lying at its bottom. Take a closer look at the body and you will note a Wooden Mask beside it. If you put it on while inside the building, you will be transported to its alternative, mystical form. Here, if you put all eight masks onto the dragon statue, it will open its mouth and grant you access to the last, Konahrik mask. Even though it doesn't give any positive effects itself, it can save your skin in critical situations. For example, if your health level drops to a dangerous level, you will be healed and the enemies pushed away. Additionally there's a chance that you will be surrounded by a cloak of fire and even - though very rarely - a Dragon Priest will appear for a short while and fight on your side. Therefore there's nothing better than this mask if you're pushed to the wall.
There's isn't a fixed order in which you have to hunt the Dragon Priests - here, I've sorted them alphabetically. Most of them guard various Nord catacombs and not all of them can be reached at once. It's definitely a quest intended for experienced characters who have completed most of the other quests. For example, in order to reach two of the Priests, you need to finish the story mode and learn the history of the College of Winterhold. I'd also recommend checking out the walkthrough of Evil In Waiting, Siege On The Dragon Cult and A Scroll For Anska, as they are related to locations occupied by the Dragon Priests.
As you travel to the south-west part of Skyrim, visit Valthume, where Hevnoraak is hiding. In order to reach him, you will need to complete the side quest Evil In Waiting, therefore unlocking access to the catacombs. After completing it, you will be able to move to fighting the Priest. His specialty is summoning Storm Atronachs, very dangerous at direct combat. Luckily defeating them isn't obligatory - as soon as you kill Hevnoraak, all the monsters will immediately disappear. Therefore you should focus your attacks on him and don't let the Atronachs approach you.
Hevnoraak Mask: immune to disease and poison.
Krosis can be found at the top of the mountain beside Shearpoint. As you approach the Word Wall, the Priest will jump out of his coffin and start attacking you. Fighting him is quite problematic, as there are no barriers limiting his movements and therefore he can fly throughout the whole area and shoot fireballs at you. It's a good idea to come with followers and use that to split his attention. As the Priest's only weapon is fire, you should protect yourself with proper potions.
Krosis Mask: +20% to Lockpicking, Archery and Alchemy.
You can come across Morokei as you're completing the College of Winterhold quest titled Staff of Magnus. The Priest inhabits the Labyrinthian - the same to which you should bring all eight masks. He's at the very end of the underground structure which you can reach after dealing with lots of undead. Throughout the fight you need to be very careful, as he's capable of using very powerful ranged attacks (lightning) and some defensive spells (surrounding with a chain of lightning and increasing the armour class). Luckily the Priest isn't well prepared to fight thieves, so characters capable of sneaking and using a bow won't have problems with him. If your hero doesn't have such skills, stock up on proper potions (especially against lighting) and try to kill him in a more conventional way. Werewolves have an advantage here because of their powerful attack - think about transforming.
Morokei Mask: Magicka regenerates 100% faster.
As you're completing The World-Eater's Eyrie from the main story quests, you will reach a location known as Skuldafn. It can be reached only during this one mission and returning there afterwards is impossible. As you're exploring the dungeon, you will come across two Dragons and a Dragon Priest in the last room. Take care of the lizards in the first place - they're easier to defeat than their master. After dealing with them, you can move to fighting the Priest. You should especially look out for his magic attacks (lighting and fireballs) and the Atronachs that he can summon. What's interesting, the fight can be made easier by stopping the Priest from taking the staff from the pedestal - without the weapons, he's a very weak enemy.
Nahkriin Mask: +50 Magicka, and Destruction and Restoration spells cost 20% less.
North-east of Markarth there are the Nordic ruins of Ragnvald inside which the Dragon Priest Otar dwells. The mage specializes in summoning Storm Atronachs and surrounding himself with a barrier of lightning. Each warrior willing to fight him should most of all protect himself from lightning (potions increasing shock damage will come in handy most). Thieves have an easier time here, as they can approach the enemy from behind and stick a dagger into his back (using Assassin's Blade you can deal 15x the normal damage). If both solutions seem inappropriate for you, you can always run from Otar to the corridor with the blades trap - the enemy will die there instantly. You can also light the orange substance found in one o the rooms to burn the Priest alive.
Otar Mask: 30% to fire, frost and shock resistance.
As you reach the catacombs of Forelhost at the top of the mountain rising above Riften, you will be stopped by a soldier and given the Siege On The Dragon Cult side quest. During it you will not only visit the catacombs, but also fight Rahgot - another one of the Dragon Priests. He mainly uses offensive fire spells and doesn't have strong defensive skills. The easiest way of fighting him is sucking out his magicka with lightning spells or an enchanted or poisoned weapon (a sword with magicka poison is particularly effective). You also shouldn't use offensive spells against the enemy - they won't deal high damage.
Rahgot Mask: Increases your stamina by 70 points.
Between Solitude and Dawnstar there's a dungeon known as the High Gate Ruins - the next Dragon Priest lurks there. As you enter the catacombs, you will come across a woman named Anska who will give you A Scroll For Anska side quest. Cross the catacombs with her, defeat the Draugrs that you come across and in the end fight with Vokun who awaits you at the end. The fight is made easier by the fact that the Priest will have to focus on you and Anska, therefore making it easy to approach him from behind and stab to death mercilessly. Most of his attacks are based on fire, so drinking some potions giving resistance to this element is highly recommended.
Vokun Mask: Conjuration, Illusion and Alteration spells cost 20% less magicka to cast.
Volsung can be found in the Nordic ruins of Volskygge, far to the west of Solitude (screen above). The Dragon Priest awaits you at the very end of the dungeon, inside a large coffin beside the Word Wall. His main weapon are ice-based spells, so protect yourself with proper potions. During the fight you will need to use the environmental advantage - if you climb high enough (e.g. onto the head of the dragon sculpture), you will be able to attack the enemy from a safe distance.
Volsung Mask: Prices are 20% better, Carry 20 points more, and can breathe underwater.