Yeah, I know people keep referencing Morrowind as the reasons why Azura was "evil". Problem is I don't think it's a very good example. See the Church that Azura want's to replace is corrupt built on false gods who betrayed their lord to obtain there immortality, and are slowly losing their god hood. On of whom goes insane from the revelation, the other openly admitting he can no longer keep Dagoth Ur in check. You might be able to blame the series of natural disasters on the fact that Vivec lost his godhood, but then if you didn't destroy the source of his God hood, then Dagoth Ur's influence would eventually be left unchecked to spread across the land.
There's varying reports for why Azura had a snit fit and cursed the Chimer: some say it's simply because of the use of Kagrenac's Tools by the Tribunal, which may or may not have broken vows the Tribunal may or may not have made to Azura. Others say it's because Indoril Nerevar was an especial favorite of Azura, and his murder (either by Vivec alone or by Almsivi all conspiring together) is what set her off--there's one variation of the tale where he was murdered as he was praying to Azura for guidance, so...I could see where she might be peeved by that. Of course, no one knows which particular story is true, or if they do, they're not telling, so.
If you believe that Nerevar was murdered (as I do, but that's just IMHO), then...well, Azura doesn't exactly come out smelling like roses, what with cursing an entire race because of the actions of the Tribunal. In some versions of the story, her cursing the Chimer and prophesying that Nerevar will be reborn sounds more like a spiteful "nyah hah, you're sooooo gonna get it!" to the Tribunal than anything. That's probably where folks are getting the "evil" connotations from. (Although a lot of that comes from Vivec's personal account of the events of Red Mountain, and since he's the trickster poet of the Tribunal...I'd take all that with a hefty helping of salt.)
Also, Azura doesn't want to replace the Tribunal. She just wants some schmuck to fulfill the Nerevarine prophecies, which state only that the Nerevarine will destroy Dagoth Ur and topple the Tribunal ("his mercy frees the cursed false gods / binds the broken, redeems the mad") and basically undo what was done at the Battle of Red Mountain. Nobody said anything about filling the void left behind.
The real trouble is the Daedra aren't bound by traditional Tamriellic notions of
anything. They don't have a defined gender as such (although some choose to appear as predominately male or female, at least in mortal eyes...although some settle for somewhere in between. Azura in particular is supposed to be hermaphroditic, at least in Morrowind, I thought), and they don't stick to traditional notions of "good" or "evil." Azura isn't a "good" Daedra any more than Mehrunes Dagon is an "evil" Daedra...those are just labels people in Tamriel have stuck on them.