Well the Daedra seem to be split into 2 types: The intelligent daedra and the not-so-intelligent daedra. Intelligent Daedra are the more human daedra with their own ranks, such as the Dremora, Golden Saints, and Dark Seducers. The unintelligent daedra are the ones that are very beast-like such as daedroths, scamps, and spider daedra. I don't know if the intelligent daedra eat, but I'm pretty sure they can read and create their own alphabet. They probably can eat too, but for more of a pleasure thing then actually needing nourishment like mortals. The beast-like Daedra however, seem to act like nothing more then savage animals and monsters, like the ones on Nirn.
Given that there are several instances of scamps that will talk to you in Morrowind (one even trades with you.) I'd imagine that scamps are intelligent, they're not necessarily very smart, but they're intelligent enough at least to talk and buy and sell stuff, plus, one book describes them as having small thoughts, as opposed to no thoughts, which suggests to me that they're intelligent, just rather stupid and simple minded, and since spider daedra look pretty human in the areas above the waist, I'd expect that they're intelligent too, I don't know about clannfears, hungers and such though, they haven't displayed much to suggest that they show much intelligence. However, I'd guess that Daedra CAN eat, since they seem to have fully formed mouths, and while it's not confirmed, given that they have hearts, I'd guess that they have other parts that you'd expect to see in mortals as well, such as digestive organs, now do they need to eat? Being immortal, I'd go with those who say they probably don't have the needs mortals possess like the need to eat or sleep.
Was anyone else disappointed by the disposition of the dremoras in Oblivion? They seemed far from how they were described in Morrowind... can't imagine the Oblivion ones making a pact of courtesy with Vivec.
You never got many chances to talk to Dremora in Oblivion, most of what you heard from them was combat taunts, and in the few cases where you would have real dialog with them, I didn't get the impression that what they said was all that different from what the very small number who would talk to you in Morrowind might tell you, I mean, threatening to [censored] your corpse is hardly something really deep, and the hostile ones don't even say the word, in Oblivion, they at least had combat taunts like human enemies would have.
They were soldiers in an invading army in Battlespire, and they had plenty to talk, even if it meant insulting you and such.
Bandits and other hostile NPCs don't have much to say to you in Morrowind and Oblivion either, if they are part of quests, they might give you a brief monologue explaining their motives, but if they're just the usual bandits in caves, the only words you're likely to hear from them are "Die fetcher!" or "I'm just warming up, you pathetic worm!"