Azura is the best bet. Merida is also mostly alright (although still incredibly sus as she's the patron of Umaril, and there's a lot of subtle implications in ESO that she's up to something). If you're into being a werebeast and hunting then Hircine will take good care of you (if not then oh dear). Boethiah's a lot more nuanced than many may think, but I still wouldn't trust him/her.I'm not sure who I would probably serve (probably Azura tbh), but here are the ones I'm definitely not fucking with:
Sheogorath
Molag Bal
Mehrunes Dagon
Boethiah
Vaermina
Basically, it's ok to pray to the Princes a little bit, but you should think twice before outright worshipping them.