Why does everyone love Sheogorath? Is it because of the shivering isles?
Hircine is much better
I'd have to say because he was covered much more. The one's people remember tend to be their favorites, really only lore buffs know the 9 well, and many of the daedra aren't even seen by the casual player, ie hermaeus mora ><. Most will always vote for sheogorath, akatosh or talos, and decide whether they like gods that show themselves or ones that don't. Really those are the determining factors: knowledge of the gods and preference of godly demeanor (show themselves or not).
I couldn't resist succumbing to the same factors I talked about, I just love sheogorath, even before SI came out. Wabbajack made me laugh when I read it. Don't know too much bout the 9, but I prefer the 8 and 1, really. Don't like the idea of mortals ascending, especially because it feels like egyptian mythology to me, Talos the king could have easily told people "I am a God now! All hail the god-king!"
PS Lore guys, gotta love ya, please don't tear apart anything I say without warning me ><. Thanks ^^