Do you mean actual creature models of the Princes, or shrines and such?
I made Shepgorath for my own amusemant (Daggerfall incarnation, not the SI version)... http://i57.photobucket.com/albums/g235/Wesadam/Extra%20Pics/WAR_SHEO_SCREENS.jpg/http://i57.photobucket.com/albums/g235/Wesadam/Extra%20Pics/WAR_SHEO_SCREENS_HAT.jpg/http://i57.photobucket.com/albums/g235/Wesadam/Extra%20Pics/WAR_SHEO_SCREENS.jpg
Mephala got a proper shrine in one of the other mod's that I cobbled...http://i57.photobucket.com/albums/g235/Wesadam/Extra%20Pics/_A_Mephala_Shrine1.jpg
Archmaestro Anteres was working on an actual creature for Mehrunes Dagon (around here somewhere
)
I have also been wanting to make a Clavicus Vile charater/creature (I have the time to make a creature and his faithful "dog", but not the time to make a proper quest involving them; I'd love to have the character get transformed and go on quests to undo the transformations
).
Aside from these, I am not sure of others (off the top of my head from mods or WIPs), though I am sure that there are other mods out there that seek to add other Princes in some fashion.