Do guards ever take any action against you for shouting in cities?

Do not use harmful shouts in towns against guards.

Non-Harmful shouts, you get a warning. Harmful shouts you get a bounty if used and a town guard was in the affected area, or a person was in the area a guard was happening by.

Tested all of the below.

If you hit a guard or a citizen, the below will make them hostile:

• Unrelenting Force
• Fire Breath
• Frost Breath
• Ice Form
• Marked for Death
• Storm Call

As far as my experience goes. I Have never been fined or anything personally - dont know if thats possible. But obviously if you do a shout that hurts anyone, there guards will attack etc.

I use shouts in towns to get the 'Friend' letters that give you locations which lead to a 'word' wall.

Only ever been asked to stop shouting as it makes the residents nervous.

No, you'll never get a bounty just for shouting into the air, unless your shout actually hits someone and causes harm.

Alternately, you can end up with a bounty if a guard runs up to warn you about how shouting makes the townsfolk nervous, and you proceed to mouth off to the guard. Don't do that.

It depends. You get told off mainly if you knock something over in town and a bounty for accidentally hitting them. If you want to hurt people without being prosecuted, go to Dragonsreach and Unrelenting Force the dining table, the sheer joy of watching 50 pots and pans fly at a guard is just amazing if he actually gets hit (which should happen 3 times if you did it right). He will stroll over and tell you to stop. :D