I like how some Daedric quests flow from sidequests, rather than the usual "Gather random junk and find Daedric shrine in wilderness" shtick. So far I did Molag Bal, Hircine, Namira and Clavicus Vile. Namira's quest reward is surprisingly useful for my pure mage, since it gives a hearty bonus to health and stamina.
Finally found some lorebooks on Dwemer as well; I have the impression they might turn out as antagonists in future games.