IMPORTANT! AS OF THE THIEVES GUILD UPDATE YOU CAN NOW VISIT ANY ZONE AT ANYTIME AFTER YOU REACH YOUR FIRST VETERAN RANK (AND FINISH THE HARBORAGE QUESTLINE I BELIVEE), AFTER ASSASSIN'S GUILD DLC DROPS VETERAN RANKS WILL BE REMOVED SO LEVEL CAP WILL BE 50. THEN YOU WILL ONLY HAVE TO GET TO RANK 50
In order to get this achievement you must collect all the skyshards in the game with one character, including the skyshards listed for other alliances.
Once you beat the main story, and alliance story with your character a "new veteran" area will open up to you. Cadwell will give you the option to experience a new alliance. This will open up one new, entire alliance area. You have to complete the quests listed in Cadwells Almanac, to open up the third alliance area. As of the update, you no longer need to do Cadwell's Silver to open up the next alliance area. All alliance areas should be open once you reach your veteran rank.
As far as I can tell, all of the skyshards in Cyrodiil, even though they are listed for other alliances, are obtainable once the alliance campaign opens to you at level 10.
It should be noted that 4 skyshards in Cyrodiil are behind the enemies gates (2 for each opposing alliance). These gates will only be open if the keeps in front of them have been taken over by an opposing alliance. This is the only way I know of to get behind these gates. Furthermore, once you collect one, there isn't a pathway to cut across once you've collected one of them. You will actually have to go back out the gate (or die) and get through the other gate. Also, the gate icon on the map will show you if the gate is open or close.
The other thing is that you do not need Craglorn skyshards, or the mountain skyshard for the achievement to unlock. Although you've come this far, mine as well get the extra skill points. You will also not be needing any DLC Skyshards for the achievements either.
Here are three great websites. I prefer the first one.http://teso.mmorpg-life.com/database/skyshard-locations-map/http://tamrieljournal.com/eso-skyshard-location-map/http://dulfy.net/2014/02/28/eso-skyshards-guide/