How about not visiting any daedric realm or the aetherius. Also, there is no way in hell we should be able to create our own realm. Mankar couldn't, he bumbed off of Mehrunes Dagon, and the Battlespire project took a lot of man power.
Apocrypha would be awesome, maybe you have to go in to find a book on how to kill Alduin. That would be cool.
You do realize that his entire realm is nothing but a giant library, filled with books with no titles and all black covers, which will reveal all information, except for the information you seek?
I would like to visit Moonshadow, since Azura is my favorite Daedric Prince.
There's a reason why everyone becomes half-blind and everything smells of flowers upon entering her realm, Azura is nothing more than a glorified succubus.