I wouldn't really worship any of them, after doing the daedric quests on my first character, the daedra's were... Surprisingly underwhelming. The aedra are kinda boring since all they give you is a small buff, a while ago I would have said sithis, but after looking him up a bit a found out that he is incredibly weak. So now I have come to the odd conclusion of worshiping the Dragons. A odd choice I know but I find a strange sense of dignity about them. I know their power is kinda limited but there is just something about them that makes me want to worship them. Plus they already have preists. corrupt undead preists sure, but priests nonetheless.
It's an obvious choice for me.
Zenithar. The God that will always win. "Work hard, and you will be rewarded. Spend wisely, and you will be comfortable. Never steal, or you will be punished."
Honestly, I like all the Nine Divines. I'm also interested in Dunmeri religion, and if I had to choose a single daedra to worship it would be Azura.