three criteria : Daedric princes, your enjoyment of the quests and the deadric artifacts. Of course, it depends on your playstyle. Mine are :
Nocturnal : The skeleton Key (not listed for the trophy)
To me, the Thieves' Guild questline is awesome. I like the temporary followers involved, the loot (Nightingale bow and armor, Gallus' sword, Guild master armor) and also how "luck" works for the Guild. If you're bad at lockpicking here's a shiny lockpick you can't break but unfortunately if you want to became the guild master you'll have to bring it back to Nocturnal. I also like the daedric prince herself (she uses contracts, she's a bit snarky, she understand thieves are after rewards, etc)
Azura : Azura's Star/The Black Star
This one is more about how useful the artifact can be. You see, I like enchanted weapons. I also like that you have to choose between good or evil by helping (or not) a good prince. It changes from most other quest where most of the time you do something borderline (or not) so satisfy an evil prince.
Sanguine : Sanguine's Rose
Sam Guevenne can be hard to find and you have to be lvl14 for this one but the quest is different, well written and Sanguine's Rose is one of the only staff I find useful as daedric reward. If I don't use it, it still count as a nice trophy on my weapon racks. As for Sanguine himself, well he's the prince of debauchery so ...
Sheogorath : Wabbajack
Useless artifact unless you're bored and you want to have a good time by traumatizing Skyrim. The quest is enjoyable and don't even need combat for that, as for Sheogorath himself he has some of the best lines of the game in my opinion.
But I'm more interested on reading you. What are yours?