That really depends on your character's backstory and personality.
If he was born in Morrowind and was raised by pro Tribunal people, then chances are he'll be worshipping them. Now if he was born in Cyrodiil to a divine loving couple, then chances are, he'll be praying to either of the 8 or 9 divines.
With something like that, you can actually answer this question by playing the game itself. Create your character, get through the intro, (Assuming you're playing him on Skyrim.) and go through some "personal quest" to find your faith.
Though I probably would of either chosen the new tribunal (Now run by Daedric Princes I believe.) Or join with a Deadroth that supports Necromancy. (I don't which one does though.)
Sounds like you should get warm and cozy with good ol Herma Mora. If he's particularly opportunistic, Molag Bal and Vampire Lordism may also interest him.
Dark elves, if they are into necromancy and are also from Vvardenfell, chances are they worship Boethiah, Mephala and Azura. Most Dark Elfs follow the Tribunal Temple. This is not to be confused by The False Tribunal, which consisted of Almalexia, Sotha Sil, and Vivec,
It's part of their culture, Their culture was basically developed from the Teachings of Boethiah. Azura cursed the Chimer, who are the decendents of the Dunmer, changing them into Dark elves, or Dunmer.
Sounds like what a faithful of Mora would do. Do you have Dragonborn dlc? It's a must have for serving Herma Mora to the fullest. And be sure to get your hands on the conjure Seeker spell(found in his realm(any of the Black books)).
If you know how to work the creation kit, you should make yourself a summon Lurker spell as well.
http://cloud.steampowered.com/ugc/541831196107244026/16C3BD6788FC0A9E6984173811D16DC740504A71/
Though you'll need open spaces to be able to summon it, due to it's size.