Note, by friendly, I refer to the Daedra's attitude and acts towards mortals, not specifically damage done to them. Unintended consequences and perceived gifts that did more harm than good shouldn't be held against them.
Friendliest:
Azura- Now, if we put the whole cursing the Chimer thing aside as an act of retaliation to the Tribunal, she seems to be the most pro-mortal. At least as pro-mortal as a Daedra gets. Being the patron goddess of the Dunmer and all.
Malacath- Malacath, supporting his orcs and other beings, is also very pro-Nirnian. Granted, it's a very "tough love" relationship, but he protects his people.
Sanguine- Never really a threat to Tamriel, all Sanguine wants to do is party. I'm sure most of his followers end up paying some price for engaging in all that debauchery, but it's more a fault of their own actions, than any intentional harm.
Neutral:
Sheogorath- Sheogorath is literally the embodiment of a wildcard. He does what he believes to be good, but also flays and 'splodes mortals. Considering his idea of a blessing is insanity, it's kind of a lose-lose situation for mortals, but he means well by it.
Hircine- I suppose this is due to having a lack of interest in mortals for anything other than hunting.
He'll hunt anything, and does ensnare and go after mortals, but it's not out of any disrespect or hatred of mortals. I feel like Hircine, embodying hunting, must carry the view one has to have to kill others for sport- that what he destroys is ultimately unimportant and irrelevant because his entertainment is what matters most in the end. He must completely disregard them. Whether this means he's effectively hostile or that his opinion of his prey is simply irrelevant because he'll kill it anyway is up to you. I feel it's the latter, but this is all based on my own interpretation anyway.
Hostile:
Molag Bal- I think his titles "King of [censored]" and "Father of Vampires" are sufficient explanation.
Mehrunes Dagon- See: TESIV
Hermaeus Mora- Whether he's hostile or neutral is a bit more open to interpretation than the others, but I feel he's hostile. Herma Mora's only desire is to amass more knowledge, and he will do anything in his power to get it. Dragonborn demonstrates the rage and frustration he experiences upon discovering somebody knows things that he doesn't. So he uses mortals to get what he wants, unwilling or unable to fully materialize on Nirn. Mora, though, unlike Hircine, isn't just unconcerned with collateral damage- he's fully conscious of what he's doing to the mortals. He actively seeks to manipulate, ensnare, and deceive mortals that come into his service.