I've got no problem with them except the werewolf hunting business. Daedra are almost without exception completely evil, and so deserve suppression. I have to assume the witches are all evil as well, since they all attack me on sight, just like bandits do. Vampires ditto: they live by feeding on people, for crying out loud.
But given that lycanthropy entails no insane blood-lust and doesn't turn anybody into an evil, people-hunting psychopath, they shouldn't be hunting werewolves.
The only Daedric Lords I have come across that seem evil are Dagon, Molag Bal, Vaermina, Mephala, Namira and Boethiah (maybe).
Sheogorath, Azura, Meridia, Sanguine, Nocturnal, Jyggalag, Peryite, Hircine, Hermaeus Mora, Malacath, and Clavicus Vile are not malevolent.
Sure Peryite inflicts plagues, but he does it to maintain balance in the world.
Yes, Nocturnal is a thief goddess. This does not make her evil.
Hermaeus Mora is simply the embodiment of power from knowledge. He isn't evil either.
Malacath is definitely not evil, he is practically just a god-like Orc chief that wants the best for his orcs.
Hircine is just the embodiment of the hunt and Man's innate desire for the Hunt.
Azura, Sheogorath, Meridia, Sanguine, and Jyggalag are neutral to flat out good (as comparable to Malacath). Clavicus Vile is not truely evil either as he just grants wishes to the overconfident, which makes them pay for thier folly.
Anyway @ OP, I kill the Vigilants of Stendarr because they say "Walk in the light, or we will drag you to it." They are the Thalmor with far less influence and military bravado. They think they can tell me who I can worship then they die.