Azura.
She represents the equilibrium between forces of Dusk and Dawn(or Day and Night), which could be interpretated as the equilibrium between the "good" and the "evil".
HIricine, I like werewolves too and hunting when it comes to Skyrim always playing as an archer. There is more than that, Hircine may not be the most moral of them all but he is honorable and respectful, he doesn't curse people for minor offenses and mainly do things against those who slight him out of either ignorance or plain disrespect. He is even willing to show respect towards those who have even bested him and even reward them for those who win the hunt or have the bravery to face him.
Sheogorath, because he is the most interesting. I love how crazy he is, i like his accent, and i just like madmen in general. my second favorite is Jyggalag.
Sheogorath and Hermaneus Mora. I like them both, but I can't decide who of them is my more favorite prince.
My third favorite is Meridia.
As much as "good" Princes are bound to be the best in terms of morals and interests, I still prefer Sheogorath. His antics are both interesting and admirable, for the shear fact that they are random and insane.
Sheogorath is my favourite. He can give you something that can help you kill a horde of giants... or turn the giants into level 90 dremora warmongers wearing daedric armor, weapons, and shouts. (a bit of an exaggeration, but... you get the point.)
Mehrunes Dagon, because he gives you a weapon that you could 1 shot a legendary dragon with possibly