"King of [censored]"... Now that's catchy!
About the Divines, I don't love them as much in-game as Daedra Princes, because the latter have much more coverage. You can even see most of them, and more or less interact with all of them. The Divines, on the other hand, are hidden. Not even that many worshippers around to have much information about them. And no Avatars (as far as I know!).
I'd have to pick Sheo or Sanguine as one of my favorites. They're so over-the-top and have pretty much content in the game. As for Divines... if the whole MQ really is a predestined irony thingy from Akatosh to his brother (if they are separate entities in this case), I'd say Akatosh really has a great sense of irony!

I mean, look at the timing of Alduin's arrival in the opening animation! The only thread to him is about to get executed, yet he doesn't seem to have any idea about it. Somewhere, Akatosh might be deciding this timing, and chuckling in his fiery sleeve!