I hate them all. My character is an atheist and like me, refuses to believe in the existence of higher beings. This is like shoving beliefs in his and mine throat. I know it's just a game, but I find it offensive.
It's just a game, so its not real. How can it be offensive? It's also an RPG soit all comes down to choice, you could be an athiest if you want, you could easily avoid all the churches if you wanted. I fail to see how this can be such a problem.
Anyway.. My favourite is Molag Bal! Most defenitly. He is such an interesting character.

I love the concept of having god's and deadra in the game, and I like the story and complexity behind them all. Really helps make the world become It's own.