When I roleplay a good guy, I do the Daedric quests as follows:
Azura - Easiest one of all, just get the Black Star.
Vaermina - Allow Erandur to destroy the Skull of Corruption.
Hircine - Kill Sinding in his cell, you would be avenging the death of that little girl Sinding killed and denying Hircine any satisfaction of a hunt.
Meridia - Found the Beacon? Yoink. Meridia, you're not getting this back.
Boethiah - You can kill all the cultists right away, and Boethiah appears angrily. Interestingly, you can still sacrifice a follower and do the quest.
Dagon - Either collect all Razor pieces and don't return to Silus, or just choose not to kill him. Former is more RP-friendly. Or you can have the Razor repaired so you can toss it into the Aetherium Forge along with the items in the Mythic Dawn Museum.
Clavicus Vile - Don’t bother doing Clavicus Vile’s quest at all, the reason being that is either killing Barbas or sparing him results in Vile gaining his full power back in the future. Instead, speak with Lod, find Barbas, exit the dialogue before A Daedra’s Best Friend can start, then return to Lod.
Namira - Either kill Eola right off the bat, or infiltrate the cannibal cult and wipe them out with the help of Brother Verulus. I much prefer the latter.
Molag Bal - Follow the quest to find Logrolf the Willful, and then kill him instead of bringing him to the shrine.
Nocturnal - Since you won’t be joining the Thieves Guild, Nocturnal and the Skeleton Key will be left alone.
The others Daedric Princes can't really be screwed over in the same way, due to how their quests work. So you can either toss their artifacts into fires of the Aetherium Forge or leave them in the deep waters of the Sea of Ghosts if you don't have Dawnguard. In terms of roleplay you are breaking the bound you have with the Daedric Princes as well as preventing the artifacts from falling into the wrong hands.