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1. Take a moment to consider this choice. If you feel extremely powerful at this point, the moment before Dagoth Ur, and do not think a few more amulets can elevate your power any more than it already is, or that is required to defeat Ur, then you may elect to skip this part. On my last time through, at difficulty setting 100, I did not use any of the items in this section to defeat Ur, but then again, I tackled a majority of the faction and side quests before this point and had powerful enchanted items already. So might you. In any case, if you're curious about them or would like to rid the world of the Dagoth Family, here's where they are. Each of the following Dagoth's has a powerful highly enchanted artifact that you can take over their dead body.
2. Just to the east of Vemynal where you retrieved Sunder, there's a shortcut entrance to the Charma's Breath section of Kogoruhn, the dungeon you (most likely) spelunked on Sul-Matuul's Warrior's Test. If you didn't defeat Dagoth Uthol the first time through, take this shortcut and he'll be waiting at the other end. Take him down to retrieve his belt.
3. In the northeast quadrant of Red Mountain, in the Dwemer ruins of Tureynulal, lies Dagoth Tureynul. Defeat him for his amulet.
4. In the southwest quadrant of Red Mountain, in the Dwemer ruins of Endusal, is Dagoth Endus. He'll also freely give his amulet away once he's dead.
5. Finally, the most powerful remaining Ash Vampire not in Ur's citadel is Dagoth Araynys. From Ald'ruhn, take the Silt Strider to Gnisis. Travel east over the river, and then turn just slightly southeast and continue forward. You should shortly find the dungeon Mamea off a worn path. After a series of low-level locked and unlocked gates, you'll face the Ash Vamp. Destroy him/it for his/its very powerful Soul Ring.
6. With these four Ash Vamps lain to waste, just one more Dagoth has a useful enchanted artifact, and he's in Dagoth Ur's citadel, your final destination.