Don't complain if you end up having your skin peeled off and hot pokers applied because you lost all sense of sensation and feeling from too much debauchery.
That or a STD.
Oh come now, Sanguine ain't She Who Thirsts. Ole' Slan is a God of pleasure and pain, not just pleasure. In all likelihood people in Sanguine's Realm probably do end up like the Emperor's Children though - needing to go to greater extremes to feel anything. One would assume they use lesser Daedra to do this, and not each other.
That said, most Daedra realms probably end up feeling like that sooner or later. I'd wager that unless your a particurially Orcy Orsimer and somehow found yourself stuck in Malacath's realm, you would spend an eternity floating through His lonely sandstorms. The Garden is always in sight, but you never get any closer to it, and you never encounter another being. Super Pariah. Much as I love Boethiah, He probably just spends an eternity watching you kill other devotees or tricking you into eating chili made out of your parents. Molag Bal has been discussed already. Azura's realm would eventually cause complete sensory overload, preventing you from experiencing
anything outside of your own imagination. The only real way to enjoy a Princes realm is by mantling them.
EDIT: Namira's realm is probably pretty pleasant if you're into the kind of stuff that would get you sent there in the first place.