Why would they be avoided?
1) They are Daedra. Paladins usually (but not always) associate themselves with the Nine Divines.
2) Second, Paladins are (again, not always) Lawful Good. Daedra tend to not care about the sufferings of mortals. I haven't actually done the Peryite quest, but from what I've read, it may involve some morally questionable actions.
If your Paladin is somewhat relaxed on his oaths and feels no qualms serving the Nine and a Daedric Lord, Meridia would be the most likely candidate. Remember though that it was Meridia who aided Umaril the Unfeathered against the Knights of the Nine.