Sheogorath is a character I gotta say. So I do like him, but just for that reason alone.
Sanguine I like, but just because he's one of the few Daedras that aren't all evil or all good necessarily. He's neutral for the most part and has a great sense of humor, even if that same sense of humor is at others' expense at times. I find that interesting. Also, he gives you the Sanguine Rose, which IMHO is one of the best Daedric artifacts.
Hircine is awesome. I'm a bit of a hippie chick at heart, so he embodies, to me, a lot of the woodsy stuff I love. Not to mention I've always been a werewolf fan - my main character is one. So he's awesome.
But my most favorite Daedric Prince would have to be Azura, hands down. The Daedric Prince of twilight and can tell the future - even that she will tell humans/Mer what will happen next - it's just amazing. I love her story, it's so poetic to me. And of course I love her artifact as well, in both forms. She embodies balance too I think, yin and yang. She helps her followers by telling them the future, but she also cursed those same followers by cursing Lorkhan into a Dunmer. Her artifact can be used for good or evil or even neutral things. I've always been a fan of the whole yin yang thing (and paranormal stuff like fortune telling), so I'm totally lovin' Azura.
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