MY favourite has to be Mehrunes Dagon, because he is commanding
strong, his realm has to be my favourite, and the dude Is 4 stories high, and has 4 freakin Arms.

Sheogorath or sanguine

and why .....

That's kind of difficult to answer for me. Most of the Daedric Princes really straddle the line between good and evil. I'd probably go with Azura (just completed her quest in Skyrim a few hours ago). I have fond memories of her from Morrowind, and she always comes off as unassuming, not overly demanding, and, in general, benevolent.

However, I'd also give a nod to Hermaeus Mora, Hircine, Meridia, and Nocturnal; all of which come off as "fair" though a bit forceful. Of those, Hircine seems the most malicious, but I kind of view it as the nature of the game (you are playing with the gods).

Becouse they're both high as [censored], atleast sheogorath

Azura because so long as you treat her right, she'll be sweet to you back. Just don't do anything you'll regret or your entire homeland will be smothered in volcanic ash with it's political structure in tatters. She's a short-fused one. Other than that, you get to spend an eternity in one of the most beautiful places in Nirn.

Amen, but Sheogorath is much better...

I wonder what he's taking

Malacath
His code may be harsh but he protects his people and honours his word

Hircine because he created werebeasts. Come on how badass do you have to be to make creatures that transform under the influence of the moon? Pretty badass in my opinion.

Not to mention Hircine looks cool.

I wanna eat em all, then join the Vigilant of Stendar ?

Molag Bal. He makes me laugh.

sheo and it aint because of his ingame charector which I do like.
Its because of all the stories I have read about him. I mean he can oneup every daedra in their own game as long as the pc isnt present. Hes very creative. Its like hes beyoumd good and evil being neither, hes just doing his thing that so brilliant that we only see madness.
Now I am irish and I love crazy irishmen, but hes ingame charector didnt really stand out, it just fit in with the rest. But the books and his history, u can see why all the other daedras fear him. Hes the most powerful daedfa and not because of super powers or such, he can just take a situation and go completely bonkers and it all works out how he wanted it.

Molag Bal: Because he is so freaking evil! He is deceiving, corrupting and unpredictable - he may even
be worse than Christianity's Devil.

Azura and Hermaeus Mora are also favourites, but for completely different reasons.

My favorite by far is Sheogorath, mainly because he was at one time the most powerful daedric prince, and now he's just funny as hell. His insanity keeps things interesting and his goals are never really clear about anything.

Sanguine. God of drunken orgies. Sign me up!

Boethiah. In recent games, his sphere (deceit, conspiracy, political unrest, etc.) has been somewhat absorbed into Mehrunes Dagon and Mephala, leaving him more as a patron of self-reliance and martial prowess. He has no time for weaklings or simpletons, and expects nothing but the best from his servants. I can respect that.

Azura, I've always been a fan of her because she is probably the kindest Daedric prince but she also doesn't play around if someone angers her.

Hircine until Skyrim... In Bloodmoon and Oblivion, Hircine had one awesome voice, and accent, and I loved the fact he created Lycans but in Skyrim... THEY RUINED HIS VOICE!

They actually ruined all the Daedric Prince Voices in Skyrim except for Sheogorath... when I heard Azura in Skyrim... I was like "WTF? That isn't the Azura I remember!"

I thought Molag Bal's voice worked. Gave me chills the first time I heard him telling me to kill a man.

Azura for being a marvelous, manipulative [censored]. So much respect for her, honestly. Even if it's more Mephala or Boethiah's sphere to meddle in mortal affairs, Azura is the architect of such grand revenge plans. And yet, simultaneously, she genuinely cares about her followers- warning them before Red Year, acting as your guardian during Morrowind, and even, in some sick way, her affection for Sul in The Infernal City. She's a jealous god, but never an evil one.

Azura is a very mysterious Prince. In the past games, she has been shown to be completely nice and good (Specially in Morrowind). She is Prince of Dawn and Dusk. One of her ability is to see a mortal's future and warn them, or prepare them, for what is to come. In Oblivion, she wanted us to do something nice for her followers who became vampires.. End their misery. (Mercy Killing).. But in Skyrim... We learn that if you F***'d with Azura then you just F***'d with the wrong person..

Sheogorath and Sanguine aside, my favorite has to be Hermaus Mora. I'm intrigued with it's realm, and i would certainly like to meet this frightening beast in person...ingame, of course.
Hermaus Mora's Hidden knowledge, and the order of Jyggalag have to be my all time most respected daedra lords. Sheogorath and Sangine are fun and colorful characters. I know, polar opposites but what can I say?
I get asked a lot why I don't like Azura. She's a nice daedra, right? Not really. In the end, she always gets her way. Nothing can stop her. Except for the hero. That's why I defy her whenever I get the chance.

Azura, Hircine, Sanguine, Sheogorath
Sheogorath is because of his madness (which seems more like excessive creativity, as someone else said a few posts back)
Azura, as may people said, because she's nice, but don't [censored] with her unless you want trouble
Hircine for creating werewolves. i want to explore the Hunting Grounds with Aela in a future DLC/Add-on
and Sanguine, because he is awesome. and his sphere of control is drunken antics, which is usually funny to see.

Um I think you mean in lore all together, not just skyrim Azura has always exacted her revenge sooner or later.