Anu and Sithis have me perplexed. If they're simply forces and not beings to be worshipped, then why are they worshipped? The Dark Brotherhood reveres Sithis and walking in his/its shadow, there's "Sithis-shaped holes", and so on... makes Sithis sound like a concept, just like the Aedra and Daedra (concept of time is Aka, concept of madness of Sheo, etc). Beggars will also occasionally say "Blessings of Anu.." after conversing with them. I'm not sure I buy the "DB is crazy, that's why they worship a non-existent being like Sithis" argument... it seems a bit more in-depth than that, and it doesn't explain beggars giving Anu's blessing. Especially in a world like TES, where belief shapes reality, a hand-wave like that just doesn't make sense to me.
I would say that Sithis is a concept: the concept of change. Sithis is a bit of IS (Anu) and IS NOT (Padomay). Change is dynamic. As such, Sithis encompasses every change possible, from freezing water into ice to moving from place to place (you are here, but you can go over there). This is likely the reason that the Dark Brotherhood reveres Sithis. Their actions change the state of the world. For example, if you kill a shopkeeper, that individual and her store and the relationships she had with the people in the community will be changed. Also, another merchant who may have never set up shop in that town will likely buy the property and expose the inhabitants to his personality and wares and methods of business. With that said, imagine what would happen if you assassinated a guild leader or even a count.
With that said, I am still not sure the members of the Dark Brotherhood have the right idea about Sithis.
As for the blessing of Anu, I decided that the beggers see my character as someone with good fortune, and they are expressing their desire for stability in my life.